Quantitative Researcher (Alt Data)

Point One - Hedge Fund Talent; New York (NY); Hybrid; USD 165,000 - 325,000; Full time

Job summary

An established industry player is seeking a Quantitative Researcher to join their elite team. This role involves developing alpha-generating signals using alternative data and collaborating closely with portfolio managers to enhance trading strategies. The ideal candidate will possess strong statistical and machine learning skills, along with a deep understanding of financial markets. If you thrive in a fast-paced, high-performance environment and have a passion for data-driven decision-making, this opportunity is perfect for you. Join a forward-thinking firm that values innovation and excellence in the financial sector.

Qualifications

• 3+ years in quantitative research, preferably at hedge funds.
• Experience in deploying alpha signals from alternative data.

Responsibilities

• Develop alpha signals using alternative datasets like satellite imagery.
• Collaborate with PMs and data engineers to validate new signals.

Skills

Statistical Analysis

Machine Learning

Python

SQL

Data Cleaning

Feature Extraction

Model Development

Education

Master’s or PhD in a quantitative discipline

Tools

Spark

Cloud-based data platforms

Job description

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Role can be based in New York/Miami/London/Dubai/Hybrid

About the Role

A highly successful Portfolio Manager at a global hedge fund managing over $24 billion in assets is seeking a Quantitative Researcher with proven experience in developing alpha-generating signals using alternative data. This is a high-impact, front-office role focused on building differentiated strategies that leverage non-traditional datasets to drive portfolio performance.

The ideal candidate will combine strong statistical and machine learning skills with financial intuition and deep experience in sourcing, analyzing, and applying alternative datasets across equities or macro strategies.

You will be embedded within a small, elite team working directly with the PM, and will play a key role in the research, development, and integration of new data-driven signals into live trading strategies.

Key Responsibilities

• Research and develop alpha signals using alternative datasets (e.g., satellite imagery, credit card data, web-scraped content, app usage, geolocation, ESG, etc.)
• Design robust backtesting frameworks and evaluate the predictive power of structured and unstructured data.
• Collaborate with PMs, data engineers, and other researchers to validate and incorporate new signals into systematic or semi-systematic strategies.
• Explore novel data sources and maintain a forward-looking pipeline of emerging alternative datasets.
• Contribute to alpha attribution, risk decomposition, and continual strategy refinement.

Candidate Requirements

• 3+ years of experience in a quantitative research role, preferably at a hedge fund, proprietary trading firm, or top-tier data-driven asset manager.
• Demonstrated track record of researching and deploying alpha signals derived from alternative data sources.
• Deep familiarity with data cleaning, feature extraction, and model development using structured and unstructured data.
• Strong programming skills in Python (required); experience with SQL, Spark, or cloud-based data platforms is a plus.
• Advanced degree (Master’s or PhD) in a quantitative discipline such as Computer Science, Statistics, Applied Math, Physics, or related field.
• Financial market knowledge, ideally across equities or macro, with a clear understanding of how data translates to tradable edge.
• Entrepreneurial mindset and ability to thrive in a high-performance, fast-paced, collaborative environment.

For more information: [e-mail]

Seniority level

• Seniority level

  Associate

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Research

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