Systematic Quant Researcher

Acquire Me; New York (NY); On-site; USD 180,000 - 320,000; Full time

Job summary

Acquire Me is seeking a Quantitative Researcher to work across alpha generation, portfolio construction and optimisation in mid-frequency US equities. This risk-taking seat puts you alongside the Portfolio Manager, guiding ideas from research to live deployment and owning more risk over time.

You will develop systematic strategies, analyze performance, and contribute to decisions that influence PnL. A strong academic background and advanced Python skills are required, with direct equity

Qualifications

• 5+ years of alpha-generation experience.
• Master's or PhD in a highly quantitative discipline.
• Experience developing systematic signals, predictive models or trading strategies.
• Strong understanding of portfolio construction/optimisation.
• Strong statistical and mathematical foundations.
• Advanced Python skills.

Responsibilities

• Research and develop systematic alpha strategies across mid-frequency US equities.
• Work across portfolio construction, optimisation and risk.
• Partner directly with the Portfolio Manager on research and trading decisions.
• Take strategies from research through deployment and live trading.
• Analyse strategy performance with clear transparency around PnL.
• Build towards greater ownership of risk and potentially managing your own book.

Skills

Alpha generation

Python

Quantitative analysis

Portfolio optimisation

Statistical methods

Education

Master's or PhD in a quantitative discipline

Tools

Python

Job description

Quantitative Researcher – Systematic Trading

A leading systematic trading team is looking to add a Quantitative Researcher to work across alpha generation, portfolio construction and optimisation, focused on mid-frequency US equities.

This is a risk-taking seat, working directly with the Portfolio Manager and taking research from idea generation through to live deployment. The role offers clear visibility into strategy performance and PnL, with the opportunity to take increasing ownership of risk and ultimately manage your own book.

What You'll Do

• Research and develop systematic alpha strategies across mid-frequency US equities
• Work across portfolio construction, optimisation and risk
• Partner directly with the Portfolio Manager on research and trading decisions
• Take strategies from research through deployment and live trading
• Analyse strategy performance with clear transparency around PnL
• Build towards greater ownership of risk and potentially managing your own book

What You'll Bring

• 5+ years of alpha-generation experience
• Master's or PhD in a highly quantitative discipline
• Experience developing systematic signals, predictive models or trading strategies
• Strong understanding of portfolio construction/optimisation
• Strong statistical and mathematical foundations
• Advanced Python skills

Direct US equities experience is not essential. The team is happy to consider strong researchers who have generated alpha across other asset classes or products and is happy to work with equities.

First-year compensation is guaranteed, with year two moving to a formulaic share of performance, with the percentage agreed based on experience, contribution and level of risk ownership.