Quantitative Researcher

Evolve Group; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Evolve Group is seeking a Quantitative Researcher for its central equities research team in New York. You will own ideas from hypothesis through production, building and refining predictive signals and working with traders and engineers to deploy them live.

You should have 2+ years in quant research, a track record of production signals, strong Python skills (C++ a plus), and a solid grounding in statistics and time-series analysis with rigorous backtesting.

Qualifications

• 2+ years in a quantitative research role, focusing on alpha generation in equities.
• Proven track record of predictive signals or systematic strategies in production.
• Strong programming with Python; C++ or similar is a plus.
• Deep grounding in statistics, ML and time-series analysis with rigorous backtesting.
• Strong communication, able to explain findings to PMs and cross-functional teams.
• Experience with alternative data or cross-sectional equity models is desirable.

Responsibilities

• Own ideas end to end from hypothesis to production, building predictive signals.
• Develop and refine signals and backtest rigorously against datasets.
• Collaborate with traders and engineers to deploy models live.

Skills

Python

Statistics

Time-series analysis

Machine learning

Communication

Cross-functional collaboration

Education

Master's or PhD in quantitative field

Tools

C++

Job description

We are representing one of the world’s top-performing hedge funds, consistently among the best returns in the industry, to hire a Quantitative Researcher into its central equities research group.

Rather than sitting in a single pod, you’ll be in a dedicated research team whose signals are used across the fund’s entire equities business. You’ll have access to some of the deepest datasets and research infrastructure in the industry, and work alongside some of the strongest researchers in the market.

You’ll own ideas end to end, from hypothesis through to production, building and refining predictive signals and working closely with traders and engineers to get them live.

Ideal experience:

• At least 2+ years of experience in a quantitative research role, ideally focused on alpha generation within equities
• A proven track record of developing predictive signals or systematic strategies that have made it into production
• Strong programming skills in Python (C++ or similar is a plus), with the ability to work with large, noisy datasets
• Deep grounding in statistics, machine learning and/or time-series analysis, with a rigorous approach to research and backtesting
• Advanced degree (PhD or Master’s) in Mathematics, Statistics, Physics, Computer Science, or a related quantitative field
• Strong communicator – being able to clearly explain research findings to PMs and work across research, trading and engineering is critical
• Experience with alternative data, fundamental data or cross-sectional equity models is desirable, though not essential