Quantitative Alpha Researcher

Goldman Lloyds International; New York (NY); Sur place; USD 90 000 - 130 000; Plein temps

Résumé du poste

Goldman Lloyds International in New York seeks a highly analytical Quantitative Investment Researcher to evaluate strategies, portfolio performance and sources of alpha across sophisticated portfolios. The role sits at the intersection of Quantitative Research, Investment Analysis and Portfolio Management with cross-asset exposure spanning equities, fixed income, credit, macro and derivatives.

You will apply Python modelling, develop frameworks to distinguish genuine alpha from beta, and present

Qualifications

• Strong academic background from a top-tier university in Mathematics, Statistics, Physics, CS, Engineering, Economics or Quant Finance.
• Professional experience in Quantitative Investment Research or related Asset Management roles.
• Strong understanding of Equities, Derivatives and investment strategies.
• Experience with portfolio analytics, factor models, performance attribution, risk-adjusted returns.

Responsabilités

• Conduct quantitative research into investment strategies, alpha generation and risk-adjusted performance.
• Evaluate investment managers and strategies for quality, consistency and repeatability of returns.
• Analyze Equities and Derivatives strategies, including portfolio exposures and risk characteristics.
• Develop statistical frameworks to distinguish genuine alpha from market beta and factor exposures.
• Research portfolio construction, performance attribution, drawdowns, correlations and diversification.
• Use Python and quantitative modelling to analyse investment datasets and develop research tools.
• Assess investment methodologies and portfolio behaviour across market environments.
• Present research findings and investment recommendations to senior investment professionals.

Connaissances

Python programming

Statistical analysis

Analytical thinking

Critical evaluation

Quantitative reasoning

Formation

Top-tier university degree (Math/Stats/Physics/CS/Engineering/Economics/Quant Finance)

Outils

Python

Description du poste

Goldman Lloyds International in New York seeks a highly analytical Quantitative Investment Researcher to evaluate strategies, portfolio performance and sources of alpha across sophisticated portfolios. The role sits at the intersection of Quantitative Research, Investment Analysis and Portfolio Management with cross-asset exposure spanning equities, fixed income, credit, macro and derivatives.

You will apply Python modelling, develop frameworks to distinguish genuine alpha from beta, and present