L/S Equity Quant Researcher — Drive Alpha in NYC

Octavius Finance; New York (NY); On-site; USD 120,000 - 150,000; Full time

Job summary

A leading Hedge Fund in New York is seeking an experienced Quantitative Researcher to join their investment team. In this high-impact role, you will work closely with a world-class Portfolio Manager and contribute to portfolio construction, optimisation, and risk analysis. Ideal candidates will have a strong foundation in Python, experience in cash equities, and a track record in building portfolio optimisers. This is an exceptional opportunity to influence capital allocation in a collaborative, high-performance environment.

Qualifications

• Experience working in cash equities, ideally within L/S strategies.
• Proven experience building portfolio optimisers for market-neutral portfolios.
• Strong Python skills for research and production-level analytics.
• Background at a multi-manager hedge fund.

Responsibilities

• Build and enhance portfolio optimisers for L/S equity market-neutral strategies.
• Conduct quantitative research to improve alpha capture and portfolio construction.
• Partner with the PM on trade evaluation and portfolio diagnostics.
• Develop tools to analyze fundamental equity trades.

Skills

Python skills for research and production-level analytics

Experience in cash equities

Building portfolio optimisers

Understanding of risk in L/S portfolios

Job description

A leading Hedge Fund in New York is seeking an experienced Quantitative Researcher to join their investment team. In this high-impact role, you will work closely with a world-class Portfolio Manager and contribute to portfolio construction, optimisation, and risk analysis. Ideal candidates will have a strong foundation in Python, experience in cash equities, and a track record in building portfolio optimisers. This is an exceptional opportunity to influence capital allocation in a collaborative, high-performance environment.