Senior Quantitative Researcher - Equity and Vol

A leading hedge fund is hiring a senior Quantitative Researcher to join a high-performing team focused on systematic equity and volatility strategies. This role offers the opportunity to engage directly with cutting-edge data analysis, portfolio optimization, platform development, and operation of fully automated trading systems. You will join a team where your creativity, initiative, and teamwork will make direct impacts on trading profits for our investors.

This is a high-impact role for an experienced researcher looking to take on leadership responsibilities in a collaborative, idea-rich environment. As a senior member of the team, you'll work closely with a PM who values intellectual rigor, creativity, and initiative, with a clear path toward managing a small group of researchers and shaping the team's long-term direction.

This role is ideal for someone with a strong foundation in signal generation and a deep understanding of equity and vol markets. You'll be expected to contribute directly to alpha research while also helping guide junior talent and influence strategic research priorities. The team is highly collaborative, and your work will have direct impact on portfolio construction and performance.

Key Responsibilities:

• Conduct alpha research and signal generation across equity and volatility markets
• Collaborate with portfolio managers to support and improve fully automated volatility arbitrage strategies
• Design and test predictive signals used to forecast asset prices across domains through hypothesis-driven research
• Extract and analyze large datasets from structured and unstructured sources to identify patterns and anomalies that inform trading decisions
• Build and improve statistical and machine learning models for prediction and portfolio risk management
• Develop and maintain tools for data analysis, modeling, portfolio simulation, and trade execution
• Mentor junior researchers and contribute to the development of research infrastructure and best practices

Preferred Qualifications:

• 5-10 years of experience in alpha research within a quantitative trading environment, with a focus on equities and volatility
• Advanced degree (Master's or PhD) in a quantitative discipline such as Applied Mathematics, Statistics, Computer Science, or a related field from a top-tier institution
• Strong programming skills in Python
• Demonstrated ability to think independently, solve complex problems, and work effectively in a team-oriented setting
• Prior experience mentoring or leading researchers is a plus