Quant Researcher — Equity Factors & Portfolio Construction

Goldman Lloyds International; New York (NY); On-site; USD 585,000 - 715,000; Full time

Job summary

Goldman Lloyds International in New York invites a Quantitative Researcher to join a leading hedge fund. The role focuses on portfolio construction, equity factor modelling and systematic risk within a research-led framework.

This opportunity emphasizes ownership of portfolio-level research, translating research into practical investment decisions and enhancing the firm’s quantitative framework.

Qualifications

• Strong understanding of equity factor models and factor investing.
• Experience with portfolio optimization, risk modelling and statistical analysis.
• Strong Python and quantitative programming skills.
• Advanced degree in a quantitative field from an elite school.
• Experience within hedge funds or systematic investment environments.

Responsibilities

• Research and develop equity factor models.
• Construct and optimize portfolios and assess risk.
• Analyze factor exposure, attribution and systematic risk.
• Study interactions between alpha signals, risk factors and constraints.
• Develop and improve quantitative models used in investment process.
• Collaborate with investment teams to translate research into decisions.
• Conduct empirical research on large financial datasets.

Skills

Equity factor models

Portfolio optimization

Risk modelling

Statistical analysis

Python

Quantitative programming

Education

Advanced degree in Mathematics/Statistics/Physics/CS/Engineering/Financial Engineering

Tools

Python programming

Job description

Goldman Lloyds International in New York invites a Quantitative Researcher to join a leading hedge fund. The role focuses on portfolio construction, equity factor modelling and systematic risk within a research-led framework.

This opportunity emphasizes ownership of portfolio-level research, translating research into practical investment decisions and enhancing the firm’s quantitative framework.