Quantitative Researcher - Hedge Fund

A leading multi-strategy hedge fund is building a newly established Portfolio Research team that sits at the center of firm-wide investment decision-making. This highly visible group partners directly with senior leadership to assess portfolio performance, optimize capital allocation, and develop quantitative insights that drive investment outcomes across a diverse range of strategies.
The team acts as an internal quantitative advisory group, partnering directly with the CIO's office to evaluate portfolio performance, identify return and risk drivers, optimize portfolio construction, and develop proprietary models and analytics that influence how capital is deployed across the firm's portfolio managers and strategies. Ultimately, the team helps determine which PMs should receive additional capital, where risk should be reduced, and how portfolios can be scaled more effectively to benefit the business.

Key Responsibilities

• Conduct quantitative research and develop proprietary models to evaluate portfolio performance, risk, and return drivers.
• Partner with senior investment leadership, the CIO office, and PMs to support capital allocation and portfolio construction decisions.
• Analyze strategy effectiveness and identify opportunities to improve portfolio efficiency and scalability.
• Develop analytics, risk frameworks, and performance attribution tools used across the investment platform.
• Communicate complex quantitative findings and actionable recommendations to portfolio managers, traders, and business leaders.

Requirements

• Master's or Ph.D. in a quantitative discipline
  
• 6+ years of experience in quantitative research, portfolio construction, risk factor modeling, performance attribution, or related fields.
  
• Strong programming and data science capabilities (Python/SQL) with a hands-on approach to research and model development.
  
• Experience with portfolio construction, alpha research, risk factor models, risk analytics, or investment decision-support frameworks.
  
• Ability to translate quantitative analysis into commercial insights for senior stakeholders.
• Multi-asset class experience is highly desirable, although exceptional candidates from a single asset class will also be considered.