Quantitative Researcher - Alpha Research

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

Job summary

Alexander Chapman seeks a Quantitative Researcher to help build a next-generation systematic equities platform. The role spans alpha generation, model development, and research platform evolution in a fast-moving hedge fund environment.

Ideal candidates have strong quantitative training, Python expertise (NumPy/pandas), and interest in financial markets, with independence and initiative to shape research direction.

Qualifications

• Strong academic background in a quantitative discipline, Mathematics, Statistics, Physics, Computer Science, or a related field.
• Excellent Python skills, including NumPy and pandas; experience with ML frameworks is a plus
• Experience in quantitative research, alpha generation, systematic strategies, or machine learning
• Strong understanding of statistics, probability, and data analysis
• Genuine interest in financial markets, with equities experience particularly relevant
• Strong research mindset and the ability to work independently in a fast-moving environment

Responsibilities

• Developing systematic equity strategies and identifying new sources of alpha
• Researching signals across market, fundamental, and alternative datasets
• Applying machine learning and statistical techniques to predictive modeling
• Taking ideas from initial research through to robust, scalable strategies
• Improving model performance, robustness, and scalability

Skills

Quantitative research

Statistical analysis

Independent work

Education

Quantitative discipline degree

Tools

Python (NumPy, pandas)

ML frameworks

Job description

Quantitative Researcher | Systematic Equities & ML

We’re partnering with a newly launched systematic hedge fund building a next-generation platform at the intersection of equities, quantitative research, and machine learning.

They’re looking for a Quantitative Researcher to play a key role in alpha generation, systematic strategy development, and the evolution of the research platform.

This is a rare opportunity to join at an early stage, work closely with the founding team, and have meaningful influence over research direction, technology, and ultimately performance.

The Role

You’ll be involved across the full research lifecycle, including:

• Developing systematic equity strategies and identifying new sources of alpha
• Researching signals across market, fundamental, and alternative datasets
• Applying machine learning and statistical techniques to predictive modeling
• Taking ideas from initial research through to robust, scalable strategies
• Improving model performance, robustness, and scalability

What They’re Looking For

• Strong academic background in a quantitative discipline, Mathematics, Statistics, Physics, Computer Science, or a related field
• Excellent Python skills, including NumPy and pandas; experience with ML frameworks is a plus
• Experience in quantitative research, alpha generation, systematic strategies, or machine learning
• Strong understanding of statistics, probability, and data analysis
• Genuine interest in financial markets, with equities experience particularly relevant
• Strong research mindset and the ability to work independently in a fast-moving environment