• Highly Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Hamlyn Williams
  • 2019-03-20

A fast-growing Hedge Fund is currently in process of expanding its Quantitative Research team and are looking to hire candidates with exceptional quantitative abilities. Locations Available: Greater New York Area and California


  • PhD in a Quantitative Field
  • Minimum 5+ years experience working within the financial industry
  • Asset-class Experience Preferred: Global Equities, FX, Fixed Income, Commodities
  • Machine Learning Knowledge
  • Highly skilled in programming: Python, C++


  • Research and evaluate new technologies to facilitate research process
  • Alpha generation, backtesting and implementation
  • Work with large amounts of data sets on a daily basis