Senior Quantitative Researcher - Systematic Equities & ML/AI

About the Role

This position offers the opportunity to take end-to-end ownership of alpha research, from idea generation and data exploration through portfolio implementation and performance analysis. The successful candidate will operate at the intersection of systematic investing, artificial intelligence, machine learning, and quantitative portfolio construction, developing predictive models that seek to generate alpha across global equity markets.

Researchers are expected to identify new data sources, conduct rigorous statistical research, build scalable modeling frameworks, and collaborate closely with portfolio managers and technology teams to bring ideas into production.

Why Join

• Opportunity to join a well-resourced and growing systematic equities platform
• Work directly alongside experienced Portfolio Managers and senior researchers
• Significant ownership across the entire research lifecycle, from signal discovery through live portfolio implementation
• Exposure to large-scale alternative datasets, machine learning techniques, and modern AI applications within investing
• Access to institutional-grade infrastructure, proprietary research tools, and extensive computing resources
• Highly collaborative environment focused on innovation, intellectual curiosity, and idea generation
• Ability to influence research direction and contribute directly to portfolio performance
• Clear path for progression into senior research, portfolio management, and leadership responsibilities

Responsibilities

• Develop and research systematic equity alpha signals across global equity markets
• Apply machine learning and artificial intelligence techniques to identify predictive relationships within structured and unstructured datasets
• Source, clean, and analyze large financial and alternative datasets
• Design and implement forecasting models, signal generation frameworks, and portfolio construction methodologies
• Conduct rigorous statistical testing, backtesting, and validation of new investment ideas
• Perform signal attribution, portfolio analytics, and performance diagnostics
• Work closely with Portfolio Managers to translate research insights into live trading strategies
• Enhance research infrastructure, modeling frameworks, and data pipelines
• Evaluate and integrate emerging data sources that may improve forecasting power
• Continuously improve existing models through ongoing monitoring and optimization

Requirements

• Demonstrated experience developing systematic investment strategies within equities
• Strong understanding of machine learning, predictive modeling, statistics, and quantitative research methodologies
• Experience researching and deploying alpha signals using fundamental, market, and alternative datasets
• Strong programming skills in Python and experience working with large-scale datasets
• Knowledge of portfolio construction, risk modeling, and performance attribution
• Experience utilizing modern AI techniques, including supervised and unsupervised learning approaches
• Ability to independently drive research projects from inception through implementation
• Strong communication skills and ability to work within a collaborative investment environment
• Advanced degree in Mathematics, Statistics, Computer Science, Physics, Engineering, or a related quantitative discipline preferred

Skills

• Systematic Equities
• Machine Learning
• Artificial Intelligence
• Alpha Research
• Statistical Modeling
• Portfolio Construction
• Python
• Alternative Data
• Quantitative Research
• Data Science

Employment Type: Full-Time