Quantitative Researcher - Multi Asset

Alexander Chapman Ltd; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Alexander Chapman Ltd, a leading hedge fund in New York, is seeking a mid-to-senior Quantitative Researcher to develop and implement systematic strategies across multiple asset classes. You will work with experienced researchers, portfolio managers and technologists to influence live trading and performance.

The role emphasizes rigorous backtesting, scalable research infra, and collaboration with traders and developers to translate research into production-ready strategies, with a strong

Qualifications

• Strong academic background in mathematics, statistics, physics, CS, engineering or a related quantitative field.
• Experience in quantitative research within hedge funds or prop trading.
• Proficiency in Python and/or C++, with large data and research infra experience.
• Solid knowledge of statistical modelling, time-series, probability, optimisation and finance.
• Experience developing and validating signals and backtesting for live trading.

Responsibilities

• Research, backtest and implement quantitative trading strategies across multiple asset classes.
• Identify alpha sources via statistical modelling, ML, and time-series analysis.
• Analyse large datasets to uncover market inefficiencies and predict signals.
• Build robust research frameworks for live deployment and scaling.
• Work with PMs, traders and developers to translate research into production.
• Monitor strategy performance and conduct attribution to refine models.
• Contribute to portfolio construction and risk management decisions.

Skills

Python

C++

Time-series

Machine learning

Quant Finance

Data analysis

Education

Bachelor's degree in quantitative field

Tools

Pandas

NumPy

SQL

Backtesting framework

Job description

Mid to Senior Level | Leading Hedge Fund

Overview

A leading hedge fund is seeking a talented Quantitative Researcher to join its investment team, developing and implementing systematic strategies across multiple asset classes. This is an opportunity to work alongside experienced researchers, portfolio managers and technologists in a highly collaborative, research-driven environment, with direct exposure to live trading strategies and investment performance.

Responsibilities

• Research, develop and backtest quantitative trading strategies across multiple asset classes, including equities, futures, FX, fixed income and commodities.
• Identify new sources of alpha through statistical modelling, machine learning, time-series analysis and advanced quantitative techniques.
• Analyse large, complex datasets to uncover market inefficiencies and develop predictive signals.
• Build robust research frameworks, ensuring strategies are statistically sound, scalable and suitable for live deployment.
• Collaborate closely with portfolio managers, traders and quantitative developers to translate research into production-ready trading strategies.
• Monitor strategy performance, conduct rigorous performance attribution and continuously refine existing models.
• Contribute to portfolio construction, risk management and the optimisation of investment strategies.

Requirements

• Strong academic background in a quantitative discipline, such as Mathematics, Statistics, Physics, Computer Science, Engineering or a related field.
• Experience in quantitative research within a hedge fund, proprietary trading firm or another quantitative investment environment.
• Strong programming skills in Python and/or C++, with experience working with large datasets and research infrastructure.
• Solid understanding of statistical modelling, time-series analysis, probability, optimisation and quantitative finance.
• Demonstrated ability to develop and validate quantitative signals, with a strong understanding of backtesting methodologies and the challenges of live implementation.
• Experience researching strategies across multiple asset classes is highly desirable.
• Strong analytical, problem-solving and communication skills, with the ability to work independently and collaboratively.

The Opportunity

• Join a leading hedge fund with a strong quantitative investment culture.
• Work on research with a direct impact on live trading and investment performance.
• Collaborate with experienced investment professionals across research, trading and technology.
• Access a sophisticated research and data infrastructure.
• Competitive compensation package, commensurate with experience and performance.

Level: Mid-level to Senior Quantitative Researcher