Description

A leading global investment management firm is seeking a Quantitative Strategist to join their team. This opportunity is ideal for professionals who thrive in a dynamic, data-driven environment and are passionate about applying quantitative techniques to discretionary investment strategies with a focus on the Equities market.

The firm is known for leveraging cutting-edge technology and data science to generate high-quality returns. The role will be part of a collaborative team focused on developing and refining event-driven strategies, with access to vast datasets, sophisticated infrastructure, and a culture that values intellectual rigor and continuous learning.

Location

• New York, NY

Responsibilities

• Conduct deep research into event-driven investment opportunities, including corporate actions, index rebalances, earnings surprises, and other market-moving events.
• Apply quantitative techniques to identify patterns, inefficiencies, and alpha-generating signals.
• Collaborate with discretionary portfolio managers to translate research insights into actionable strategies.
• Work with large and often unconventional datasets to uncover hidden relationships and predictive indicators.
• Develop and refine statistical models and machine learning algorithms to support investment hypotheses.
• Evaluate the robustness and stability of signals across different market regimes and time horizons.
• Build and maintain backtesting framework to evaluate strategy performance under various market conditions.
• Continuously improve simulation tools to support rapid prototyping and hypothesis testing.
• Design and implement systems to monitor data quality and trading accuracy.
• Collaborate with engineering teams to ensure seamless integration of research tools with production systems.

Technical Skillset

• Proficiency in Python, including libraries such as pandas, numpy, scikit-learn, and statsmodels.
• Experience with R, MATLAB, or compiled languages such as C++/C is a plus.
• Familiarity with SQL or KDB for database management and querying.
• Ability to set up web-based tools and manage codebases using version control systems (e.g., Git).

Preferred Experience

3+ years of experience in a quantitative research or strategy role within the financial industry.

Candidates should have:

• Master's degree or above in a quantitative discipline.
• Experience working within Equities at a hedge fund, asset management firm, or proprietary trading environment.
• Exposure to event-driven strategies, particularly those involving index rebalances, corporate actions, or earnings-related trades.
• Familiarity with the trading process, including order execution, market microstructure, and post-trade analysis.
• ability to work independently on complex research projects.
• Experience collaborating with discretionary portfolio managers or traders to refine and implement strategies.