Quantitative Researcher – Systematic Strategies/ NYC

We are working with a rapidly growing quantitative investment firm that is expanding its systematic research platform across equities, futures, fixed income, commodities and options.

The firm is looking for experienced Quantitative Researchers with a proven track record developing systematic strategies that have traded successfully in live markets.

This is not a purely academic research position. The key requirement is evidence of genuine alpha generation: candidates should have personally originated or materially contributed to live strategies with strong risk-adjusted performance, and be capable of recreating and extending their research process within a new quantitative platform.

The role

You will:

1. Research and develop systematic alpha strategies across liquid markets
2. Take ideas from signal generation through testing, portfolio construction and live implementation
3. Recreate and extend successful research methodologies using the firm's data and infrastructure
4. Work with large financial datasets to identify persistent predictive relationships
5. Build robust backtests and research pipelines
6. Monitor live strategy performance and continuously improve existing signals
7. Collaborate closely with quantitative developers, software engineers and other researchers
8. Potentially work across multiple asset classes rather than within a traditional silo or pod

What they are looking for

1. Several years of professional quantitative research experience
2. A demonstrable track record of successful live systematic strategies
3. Strong live risk-adjusted performance, ideally evidenced by Sharpe, drawdown and/or P&L
4. Clear personal ownership of alpha research
5. Strategies operating at approximately minute/hourly through to several-day or couple-of-week holding periods
6. Strong statistical and quantitative research skills
7. Excellent Python
8. Experience with modern research, backtesting and data-analysis workflows
9. Ability to explain why a strategy works rather than simply demonstrate historical backtest performance
10. Strong academic background in mathematics, statistics, physics, computer science, engineering or a related quantitative discipline

Experience in C++ , machine learning, alternative data, market microstructure or higher-frequency systematic research is particularly valuable.

Particularly interesting backgrounds

We are interested in researchers from:

1. Systematic hedge funds
2. Proprietary trading firms
3. Quantitative market makers
4. Electronic trading firms
5. Systematic asset managers

Relevant experience may be across:

Equities | Futures | Fixed Income | Commodities | Options | Systematic Volatility

The firm historically built its expertise in medium-frequency systematic equities and is now expanding both across asset classes and toward higher-frequency research.

Location

New York City

The firm is significantly expanding its New York presence and can base strong candidates there across a range of research teams.

Important

This search is aimed at experienced researchers with real live trading evidence , rather than candidates whose experience is limited to academic research or backtesting.

The firm is interested in the research capability and methodology behind successful strategies; candidates would be expected to develop work independently using the firm's own data, technology and infrastructure.