Quantitative Alpha Researcher
Listed on 2026-10-18
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Finance & Banking
Portfolio & Asset Management, Trading - Equity / Derivatives / Quantitative, Economics
Goldman Lloyds International in New York seeks a highly analytical Quantitative Investment Researcher to evaluate strategies, portfolio performance and sources of alpha across sophisticated portfolios. The role sits at the intersection of Quantitative Research, Investment Analysis and Portfolio Management with cross-asset exposure spanning equities, fixed income, credit, macro and derivatives.
You will apply Python modelling, develop frameworks to distinguish genuine alpha from beta, and present
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This posting is for the Quantitative Alpha Researcher role at Goldman Lloyds International, based in New York, NY, United States.
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