Quantitative Investment Research – Hedge Fund

Goldman Lloyds International; New York (NY); On-site; USD 90,000 - 130,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

Python programming

Statistical analysis

Analytical thinking

Critical evaluation

Quantitative reasoning

Education

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

Tools

Python

Job description

Quantitative Investment Research – Hedge Fund

Total Comp Range: Base + Competitive Cash Bonus + Additional Earning Incentives

A leading global investment manager is seeking a highly analytical Quantitative Investment Researcher to evaluate investment strategies, portfolio performance and sources of alpha across sophisticated investment portfolios.

The role sits at the intersection of Quantitative Research, Investment Analysis and Portfolio Management, with a cross-asset focus spanning Equities, Fixed Income, Credit, Macro and Derivatives, evaluating investment strategies, sources of alpha and the drivers of sustainable risk-adjusted returns.

We are interested in candidates from Asset Management, Fund of Funds, Hedge Fund Research or Quantitative Alpha Research who want to apply their analytical skills to investment strategy evaluation and capital allocation.

The Role

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

Requirements

• Strong academic pedigree from a top-tier university, ideally in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics or Quantitative Finance.
• Professional experience in Quantitative Investment Research, Asset Management, Fund of Funds, Manager Research or Alpha Research.
• Strong understanding of Equities, Derivatives and investment strategies.
• Experience with portfolio analytics, factor models, performance attribution, risk-adjusted returns or alpha assessment.
• Strong statistical and analytical skills, ideally with Python programming experience.
• Ability to evaluate investment strategies critically, rather than simply develop models or produce performance reports.
• Experience within a hedge fund, asset manager, institutional allocator, fund of funds or quantitative investment firm preferred.

The Opportunity

An investment-focused research position offering broad exposure to sophisticated strategies, investment managers and portfolio construction. Particularly attractive to Quantitative Alpha Researchers interested in moving beyond individual signal development into evaluating investment processes, identifying sustainable alpha and informing institutional capital allocation.