Platinum & Partners is retained by a top-tier global hedge fund — one of the most recognised names in systematic investment management — to identify an exceptional Quantitative Researcher for their Systematic Equities team.
This is a rare opportunity to work directly alongside a Senior Portfolio Manager on alpha research across a global equity universe, with forecasting horizons from one day to several weeks. The firm will wait up to twelve months for the right candidate — a signal of how seriously they are approaching this hire.
THE ROLE
- Work alongside the SPM on the full alpha research lifecycle: idea generation, data sourcing, analysis, model implementation, backtesting and production deployment
- Combine financial intuition with advanced statistical learning to explore and harness a wide variety of datasets — alternative, fundamental and exchange/market microstructure data — and build predictive models deployed directly into the investment process
- Develop signals with a rigorous understanding of real-world constraints: transaction costs, market impact and alpha decay
- Build statistical arbitrage alphas including intraday rebalancing of multi-day horizon signals
- Collaborate transparently across the full team and engage at every stage of the investment process
- Maintain and monitor signals in production — this is not a research-only seat
WHAT THEY ARE LOOKING FOR
- Advanced degree in Statistics, Machine Learning, Computer Science, Mathematics, Physics or a related quantitative field — PhD strongly preferred
- Demonstrated research rigour: alphas grounded in economic or fundamental intuition derived from first principles, not curve-fitting
- Track record of constructing robust signals using advanced statistical techniques across large feature sets, with disciplined management of the bias-variance tradeoff
- Experience working across the full alpha lifecycle: ideation, research, backtest, production and ongoing monitoring
- Strong Python; C++ proficiency highly desirable
- Experience with alternative, fundamental and microstructure data
- Excellent communication and analytical skills — you can articulate complex research clearly to the SPM and broader team
WHY THIS ROLE
- A top-tier global hedge fund with the infrastructure, data and capital to support world-class research — one of the most respected systematic trading platforms in the industry
- Direct collaboration with a Senior Portfolio Manager — genuine intellectual partnership at the highest level
- Global equity universe with meaningful forecasting range — the problem set is broad and deep
- The firm will accommodate notice periods and garden leave of up to twelve months for an exceptional candidate
- New York or San Francisco — two of the world's leading financial and technology hubs
- Base salary $100,000–$200,000 with a discretionary performance bonus that reflects the firm's Tier 1 position — total compensation is significantly above the base range