Quantitative Research Scientist – Systematic Investing

About the role

Conduct specialist quantitative research to discover, test, and develop systematic investment strategies using traditional and alternative datasets. Apply rigorous validation methods, including backtesting, out-of-sample testing, and robustness analysis, to identify genuine investment signals and translate them into investable portfolios. Candidates should have deep expertise in a relevant area of quantitative research and be able to apply rigorous scientific methods to challenging investment problems. Relevant backgrounds include systematic hedge funds, quantitative asset managers, proprietary trading firms, investment banks, and leading academic or research environments; a portfolio manager role or 10+ years of hedge fund experience is not required.