Quantitative Researcher

Evolve Group; New York (NY); On-site; USD 165,000 - 325,000; Full time

Job summary

A leading hedge fund is seeking a Quantitative Researcher with fixed income expertise. This role involves designing pricing frameworks, stress testing liquidity, and collaborating with various teams. Ideal candidates will have 4-8 years of experience and strong quantitative skills.

Qualifications

• 4-8 years of experience as a Quantitative Researcher focused on fixed income.
• Strong academic track record in quantitative disciplines.

Responsibilities

• Design internal pricing frameworks for capital allocation.
• Stress test liquidity scenarios and evaluate liquidity profiles.
• Partner with trading, risk, operations, finance, compliance, and engineering.

Skills

Mathematical Skills

Statistical Modelling

Python

Communication

Education

Bachelor's, Master's, or Ph.D. in a quantitative discipline

Job description

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Direct message the job poster from Evolve Group

We are working exclusively with one of the top-performing hedge funds of all time to hire a Quantitative Researcher with fixed income only experience. This role offers the opportunity to work with a high-performing, collaborative team focused on enhancing financing efficiency, liquidity management, and internal capital allocation.

About the Role:

The ideal candidate will contribute to a team focused on internal financing and liquidity strategy across the fund’s businesses. You will be expected to:

• Design internal pricing frameworks that allocate costs of capital, liquidity, and balance sheet usage across strategies
• Stress test liquidity scenarios and evaluate the liquidity profile of holdings
• Partner cross-functionally with trading, risk, operations, finance, compliance, and engineering
• Work across asset classes while bringing deep expertise in fixed income
• Thrive in a fast-paced, high-performance environment

Requirements:

• 4-8 years of experience as a Quantitative Researcher, with a focus on fixed income
• Bachelor's, Master's, or Ph.D. in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Computer Science, Economics, or Operations Research) with a strong academic track record
• Strong mathematical and statistical modelling skills
• Proficient in Python for research and production-level model development
• Excellent communication skills, with the ability to engage across front office and support functions
• Comfortable with a fast-paced, collaborative, and evolving environment

Additional Information:

• Compensation is highly competitive and will depend on experience and background
• Candidates with more than 6 months of non-compete remaining will not be considered

This is a rare opportunity to join a globally respected hedge fund in a role that combines deep research with direct impact on capital and funding strategy.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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