Description

We are partnered with Global Quantitative Hedge Fund seeking a Quantitative Researcher with a strong background in portfolio construction to join their team. This role is positioned on the equities desk under the guidance of an experienced Portfolio Manager, along with offering exposure to systematic strategy development and portfolio optimization.

As a Quantitative Researcher, you will play a essential role in designing, implementing, and optimizing portfolio construction frameworks that align with the firm's systematic strategies. You will work closely with the PM and other researchers to develop models that enhance risk-adjusted returns, improve execution efficiency, and ensure strong portfolio performance across diverse market conditions.

Responsibilities

Design and refine portfolio construction methodologies for systematic equities strategies.

Develop risk models and optimization algorithms to ensure efficient capital allocation.

Collaborate with the research team to integrate alpha signals into portfolio frameworks.

Evaluate signal performance and assess impact on portfolio-level risk and return.

Conduct scenario analysis and stress testing to validate robustness under varying market conditions.

Monitor slippage, market impact, and transaction costs to refine optimization processes.

Qualifications & Experience

Minimum 2+ years of experience at a financial institution, preferably within a quantitative research or portfolio construction role.

Prior exposure to systematic equities strategies and working under an Equities Portfolio Manager is highly desirable.

Advanced degree (Master's or Ph.D.) in a quantitative discipline such as Mathematics, Statistics, Computer Science, Financial Engineering, or related field.

Strong proficiency in Python and SQL for data analysis and model development.

Experience with portfolio analytics tools and backtesting frameworks.

Strong communication skills to articulate complex ideas to both technical and non-technical audiences.