Senior Quantitative Researcher — Alpha Signals & Python

Syzygy Asset Management; Newport Beach (CA); On-site; USD 180,000 - 300,000; Full time

Benefits offered by this job

Education assistance

Social activities

Flexible time off

Six-week sabbatical

Daily meals in office

Job summary

Syzygy Asset Management seeks a Senior Quantitative Researcher to design, build, and evolve equity and multi-asset investment strategies. You will develop signals spanning fundamental, valuation, and behavioral factors and translate them into robust portfolio construction.

The role emphasizes strong Python skills, production-level code, and collaboration within a research team. Expect publication of ideas and close interaction with investment leadership.

Qualifications

• 8+ years of experience in quantitative equity research, ideally with direct experience in long/short or market-neutral strategies at a hedge fund, asset manager, or similar institutional platform.
• Master's degree or Ph.D. level in finance, economics, statistics, computer science, mathematics, or equivalent field.
• Demonstrated track record building and deploying alpha signals used in live portfolios, with understanding of in-sample vs realized returns.
• Strong programming skills in Python, with hands-on experience writing production level code.
• Solid grounding in portfolio construction and risk management: factor-risk models, optimization, exposure and beta neutrality, drawdown, and variance analysis.
• Strong econometrics and statistics background including time-series analysis, regression-based evaluation, and hypothesis testing.
• Collaborative, entrepreneurial mindset suited to a small, fast-moving team.

Responsibilities

• Lead end-to-end alpha research for quantitative investment strategies: idea generation, data sourcing, signal construction, back testing, and live implementation
• Design and refine existing investment processes and strategies
• Maintain rigor on model overfitting, look-ahead bias, and transaction cost realism
• Assist in daily operations and trading of the firm’s investment strategies
• Evolve portfolio construction and optimization methodology, including exposure controls, factor neutrality, and risk budgeting
• Partner with portfolio management on sizing, hedging, and day-to-day implementation of strategy signals and risk targets
• Evaluate and integrate new data sources to expand the strategy’s research edge
• Document research methodology and present findings to senior leadership and allocators
• Author articles for firm or journal publication

Skills

Quantitative research

Python

Time-series analysis

Regression analysis

Risk management

Collaboration

Education

Master's or PhD (Finance, Economics, Statistics, CS, Mathematics)

Job description

Syzygy Asset Management seeks a Senior Quantitative Researcher to design, build, and evolve equity and multi-asset investment strategies. You will develop signals spanning fundamental, valuation, and behavioral factors and translate them into robust portfolio construction.

The role emphasizes strong Python skills, production-level code, and collaboration within a research team. Expect publication of ideas and close interaction with investment leadership.