A Quant Equity PM at a Multi-Strategy Fund in NYC is looking for an experienced Equity Quantitative Researcher to spearhead development of new strategies in their team. The PM has been managing their strategies for several years with very strong performance associated with them. They are looking for someone to tackle new signal/strategy development to drive orthogonal streams of PnL within the book.
This role is best suited for someone who can ideate, research and develop mid-frequency stat arb signals (intraday to weekly holding periods), as well touch on some of the signal combination research. The incoming QR will work alongside the team lead on day-to-day portfolio management activities, have a clear pathway for growth within the team and directly impact performance of the book.
The ideal candidate will have:
- 2+ years of strong alpha signal research (broad interest across US, APAC and EU markets - open to seeing candidates working on equity stat arb, systematic l/s or systematic market neutral)
- Exposure to signal combination research
- Strong Python skillset
- Exposure to portfolio construction/optimization is a plus but not necessary
- Desire to work close to market in a collaborative setup
