Quantitative Researcher - Systematic Equities (Index & Portfolio Research)

Global Multi-Strategy Investment Firm | Multi-Billion Dollar AUM

A highly regarded Portfolio Manager is building out a new systematic equities research team and is seeking a Quantitative Researcher to become an early member of the platform. The team will focus on developing alpha strategies across global index and equity portfolios, offering the opportunity to work in a highly collaborative environment with direct exposure to the PM and significant influence over the team's research direction, infrastructure, and long-term growth. This is an ideal opportunity for someone who is ambitious, entrepreneurial, and excited by the prospect of helping build a research platform while taking on increasing responsibility as the team scales.

Role Overview

This is an opportunity to take end-to-end ownership of alpha generation, from idea conception and hypothesis testing through production deployment and ongoing performance monitoring.

The successful candidate will work at the intersection of quantitative research, machine learning, portfolio construction, and software engineering, developing systematic investment signals across index and equity portfolios. Researchers are expected to independently source data, conduct rigorous research, build production-quality models, and partner closely with the Portfolio Manager to monetize research in live trading environments.

Why Join

Opportunity to join a newly building team and have a meaningful impact on its long-term direction
Work directly alongside an experienced Portfolio Manager in a highly collaborative, research-driven environment
Significant ownership across the entire research lifecycle, from idea generation to live deployment
Exposure to large-scale equity and index portfolios across global markets
Access to institutional-grade infrastructure, data resources, and technology
Strong career progression path with the opportunity to grow into senior research and portfolio management responsibilities as the platform scales

Key Responsibilities

Research and develop novel alpha signals across global equity and index universes
Build predictive models utilizing fundamental, market, alternative, and proprietary datasets
Conduct robust backtesting, validation, and statistical analysis to evaluate signal efficacy
Design and optimize portfolio construction frameworks, risk models, and capital allocation methodologies
Own the deployment of research into production environments, ensuring scalability and robustness
Develop and maintain production-quality research infrastructure, data pipelines, and modeling frameworks
Monitor live strategies, analyze performance attribution, and continuously improve deployed signals
Collaborate closely with the Portfolio Manager on signal development, portfolio optimization, and research prioritization
Identify opportunities to improve execution, transaction cost modeling, and implementation efficiency

Ideal Background

Demonstrated experience developing systematic alpha signals within equities, indexes, or multi-factor portfolios
Strong understanding of alpha research, portfolio construction, and risk management
Expertise in Python and experience building production-quality research code
Experience working with large datasets and conducting rigorous statistical analysis
Ability and desire to own projects from initial research concept through live deployment
Entrepreneurial mindset with an interest in helping build and shape a growing research platform
Advanced degree in Mathematics, Statistics, Computer Science, Physics, Engineering, or a related quantitative discipline preferred

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