full-time
Equities Quantitative Researcher
Point One - Hedge Fund Talent
- Employer
- Point One - Hedge Fund Talent
- Location
- New York
- Working pattern
- on-site
About the role
Research and develop quantitative signals and alpha factors to implement systematic investment strategies across global equity markets. Collaborate with Portfolio Managers to analyze large datasets and enhance the overall investment process and infrastructure. Requires 2-8 years of experience in quantitative research or systematic equities with advanced Python programming skills. A postgraduate degree in a quantitative field such as Mathematics, Physics, or Computer Science is preferred.