Quantitative Researcher, Mid-Long Horizon Equities (Alpha Research)
We are partnering with a leading multi-manager hedge fund seeking a Quantitative Researcher to join a highly successful systematic equities team. The team focuses on developing differentiated alpha signals with holding periods typically ranging from multi-day to several weeks, leveraging alternative and non-market datasets to identify persistent sources of edge across global equity markets.
This is a research-driven role with a strong emphasis on alpha discovery. The successful candidate will be responsible for generating new investment ideas, extracting insights from large and unique datasets, and delivering signals that directly contribute to portfolio performance.
Responsibilities

• Conduct original research to identify and develop alpha signals across global equity markets.
• Utilize alternative and non-market datasets to uncover predictive relationships and differentiated sources of return.
• Design, test, and validate medium-long term signals with holding periods generally exceeding one week.
• Develop novel features, predictive models, and forecasting frameworks that can be translated into live trading strategies.
• Perform deep statistical analysis to evaluate signal efficacy, robustness, decay profiles, and interaction effects.
• Partner closely with portfolio managers to drive the alpha generation process from idea inception through production deployment.
• Explore new datasets and research methodologies to continuously expand the team's opportunity set.
• Monitor live signals and identify opportunities for enhancement and optimization.

Requirements

• 5+ years of experience in quantitative research within a hedge fund, asset manager, alpha capture team, or systematic investing platform.
• Proven track record of developing alpha signals that have contributed meaningfully to trading or investment performance.
• Significant experience working with alternative data and non-market datasets.
• Deep understanding of alpha research, signal development, and predictive modeling within equities.
• Strong programming skills in Python and experience working with large-scale datasets.
• Excellent knowledge of statistics, machine learning, and empirical research methodologies.
• Demonstrated ability to independently generate and test investment hypotheses.
• Strong intellectual curiosity and a passion for uncovering unique sources of alpha.

Preferred Background

• Experience within a systematic equities, alpha capture, or quantitative stock selection team.
• Track record monetizing alternative datasets in live investment strategies.
• Expertise analyzing datasets such as consumer transactions, web traffic, job postings, product data, geolocation, supply chain, app usage, earnings-related data, or other proprietary information sources.
• Experience building predictive models for earnings expectations, revenue forecasting, company fundamentals, analyst revisions, or medium-term stock returns.
• Previous experience operating within a pod-based investment framework at a hedge fund or proprietary trading firm.