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.

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.

• 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

• 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

• 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