Quantitative Researcher – L/S Equity

Octavius Finance; New York (NY); On-site; USD 120,000 - 150,000; Full time

Job summary

A leading Hedge Fund in New York is seeking an experienced Quantitative Researcher to join their investment team. In this high-impact role, you will work closely with a world-class Portfolio Manager and contribute to portfolio construction, optimisation, and risk analysis. Ideal candidates will have a strong foundation in Python, experience in cash equities, and a track record in building portfolio optimisers. This is an exceptional opportunity to influence capital allocation in a collaborative, high-performance environment.

Qualifications

• Experience working in cash equities, ideally within L/S strategies.
• Proven experience building portfolio optimisers for market-neutral portfolios.
• Strong Python skills for research and production-level analytics.
• Background at a multi-manager hedge fund.

Responsibilities

• Build and enhance portfolio optimisers for L/S equity market-neutral strategies.
• Conduct quantitative research to improve alpha capture and portfolio construction.
• Partner with the PM on trade evaluation and portfolio diagnostics.
• Develop tools to analyze fundamental equity trades.

Skills

Python skills for research and production-level analytics

Experience in cash equities

Building portfolio optimisers

Understanding of risk in L/S portfolios

Job description

Quantitative Researcher – L/S Equity – New York

We are exclusively partnered with a highly successful Long/Short Equity hedge fund to appoint an experienced Quantitative Researcher into a core investment role in New York. This is a rare opportunity to work directly with a world-class Portfolio Manager and senior leadership team at a fund known for strong, consistent risk‑adjusted returns.

The role sits at the heart of the investment process, supporting alpha research, portfolio construction, optimisation, and risk analysis within a cash equities framework. You will work closely with the PM on live investment decisions in a collaborative, high‑performance environment.

Key Responsibilities

• Build and enhance portfolio optimisers for L/S equity market‑neutral strategies.
• Conduct quantitative research to improve alpha capture, position sizing, and portfolio construction.
• Partner closely with the PM on trade evaluation, risk management, and portfolio diagnostics.
• Develop tools to analyse fundamental equity trades, including timing, sizing, catalysts, and correlations.
• Perform portfolio attribution and risk analysis to support ongoing strategy refinement.

Required Experience

• Experience working in cash equities, ideally within L/S strategies.
• Proven experience building portfolio optimisers, preferably for market‑neutral portfolios.
• Strong Python skills for research and production‑level analytics.
• Background at a multi‑manager hedge fund.
• Strong understanding of risk in single‑industry or sector‑focused L/S portfolios.

Why This Role

• Work directly with a top‑tier PM with a Sharpe ratio consistently above 2.
• High‑impact role with direct influence on capital allocation.
• Join a fund combining fundamental insight with advanced quantitative research and data‑driven techniques.

This role is based in New York and reports directly to the PM, with close interaction across senior leadership.

To apply please send a Word copy of your CV to [e-mail]

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