Quantitative Researcher – Hedge Fund – NYC – Strong C#/C++ Coding Required

Quantitative Researcher - NYC - Hedge Fund (20Billion AUM)

Significant opportunity to join a global hedge fund with a flat structure and a high degree of transparency. This role offers direct exposure to senior decision-makers and the ability to contribute ideas in an environment where research, technology, and trading are tightly integrated.

You will be responsible for researching, developing, and improving systematic trading strategies across the firm. This includes working with large datasets, designing and testing models, and evaluating performance, risk, and trading costs. You will collaborate closely with portfolio managers, traders, and technologists to ensure research is robust, implementable, and impactful.

The role is highly hands-on and research-driven, with real ownership over ideas from inception through deployment. You will participate in ongoing research discussions, contribute to portfolio construction and optimization efforts, and continuously refine models based on live results and new data.

You will need a strong quantitative background across statistics, mathematics, or data science, with experience conducting rigorous research in fast-paced, data-intensive environments. Prior exposure to systematic trading, asset management, or financial markets is advantageous, but exceptional researchers from adjacent quantitative fields are strongly encouraged to apply.