Lead/Senior Quantitative Researcher – Systematic PM-Pod - Global Industry Leader/Systematic Mul[...]

Hunter Bond; New York (NY); On-site; USD 180,000 - 220,000; Full time

Job summary

Hunter Bond is looking for a Quantitative Researcher based in New York, offering an attractive starting base of up to $200,000 plus a percentage of profits. The firm is a leading quantitative multi-manager with a proven track record in market strategy and managing a multidisciplinary team. The role entails managing the quantitative lifecycle from data to model development, generating alpha signals across various strategies including Equities and Global Macro. This position includes a hybrid work model allowing flexibility in the workplace.

Qualifications

• Currently working as a Quant Researcher for a competitor fund focusing on alpha signal generation.
• Experience developing a portfolio of signals for quantitative strategies across major asset classes.
• At least 1-year track record in generating productionized alpha signals.

Responsibilities

• Manage the quantitative research lifecycle including data curation and model development.
• Generate alpha signals from various datasets for quantitative investing strategies.
• Build and manage a systematic trading pod.

Skills

Alpha signal generation

Portfolio management

Quantitative strategies

C++

Python

Education

Advanced degree in a scientific or quantitative discipline

Job description

• Quantitative Researcher – Systematic PM-Pod.
• Up to $200,000 starting base + % PnL cut.

Location

• New York (HQ). London/Singapore as additional options.
• Hybrid (3days).

Client

• Globally leading quantitative multi-manager investing firm founded in the early 2010s.
• Strong reputation in HFT/Intraday/MFT across a multitude of strats including Equities, Global Macro (Futures/FX, Commodities, Rates) and Credit.
• Multidisciplinary team of 300 highly accomplished quantitative and industry subject matter experts, including ACM-ICPC/Hackathon Winners, IOI/IMO/IPhO Medallists.
• PM-Pod environment, typical team size of less than 5, shared centralized tech/infra.
• 6BN USD AUM. Reputably known for strong consistent PnL returns and performance in global markets over the last two decades.
• Also known for successfully acquiring highly reputable teams from competitor funds.

Role

• Directly manage the quantitative research lifecycle from data curation/validation to feature engineering to model development/signal generation and to for certain pods portfolio construction and strategy deployment.
• Generate alpha signals from a multitude of datasets for quantitative investing strategies including Equities, Global Macro and Credit, and specifically for HFT/Intraday/MFT.
• Develop and deploy individual suite of quantitative investing strategies including overseeing execution.
• Aspire to eventually build and manage a new systematic trading pod for the firm.

Required skills

• Currently working as a Quant Researcher for a competitor fund on at least alpha signal generation or ideally full lifecycle strategy research.
• Developing and deploying a portfolio of signals for quantitative strategies across all major asset classes including but not limited to: Equities, Futures, Global Macro, Credit.
• At least 1-year track record of generating productionized alpha signals.
• Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning).
• Working proficiency in one of the main OO programming languages: C++, Python.