HWTS Global
Quantitative Researcher - Equity - Alternative Data
HWTS Global, New York, New York, us, 10261
Overview
Our client seeks a highly skilled
Quantitative Researcher
to join our equities team with a focus on
alternative data–driven strategies . The ideal candidate will have a proven track record of alpha generation within a top-tier hedge fund environment and the ability to deliver scalable strategies with strong performance. Responsibilities
Develop and implement systematic equity strategies leveraging
alternative datasets
(satellite imagery, credit card, web-scraped, geolocation, etc.). Conduct research, backtesting, and production deployment of high-Sharpe strategies. Collaborate closely with PMs, Data Engineers, and Developers to build robust research and trading infrastructure. Source, evaluate, and integrate new alternative datasets to drive
alpha generation . Maintain and enhance research pipelines, ensuring strategies are scalable and risk-controlled. Contribute to idea generation, portfolio construction, and performance attribution. Qualifications
Minimum
5 years’ experience
in quantitative equity research within a
top hedge fund
or leading proprietary trading firm. Proven live track record with a
Sharpe ratio of 1.8+
on meaningful capital. Strong background in statistics, econometrics, or applied mathematics. Expertise in working with
large, unstructured datasets
and extracting tradable signals. Proficiency in
Python, C++ or similar languages , with ability to write production-quality code. Strong knowledge of equity market microstructure, risk management, and portfolio optimization. Details
Seniority level: Mid-Senior level Employment type: Full-time Job function: Finance and Research Industries: Financial Services, Capital Markets, and Investment Management
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Our client seeks a highly skilled
Quantitative Researcher
to join our equities team with a focus on
alternative data–driven strategies . The ideal candidate will have a proven track record of alpha generation within a top-tier hedge fund environment and the ability to deliver scalable strategies with strong performance. Responsibilities
Develop and implement systematic equity strategies leveraging
alternative datasets
(satellite imagery, credit card, web-scraped, geolocation, etc.). Conduct research, backtesting, and production deployment of high-Sharpe strategies. Collaborate closely with PMs, Data Engineers, and Developers to build robust research and trading infrastructure. Source, evaluate, and integrate new alternative datasets to drive
alpha generation . Maintain and enhance research pipelines, ensuring strategies are scalable and risk-controlled. Contribute to idea generation, portfolio construction, and performance attribution. Qualifications
Minimum
5 years’ experience
in quantitative equity research within a
top hedge fund
or leading proprietary trading firm. Proven live track record with a
Sharpe ratio of 1.8+
on meaningful capital. Strong background in statistics, econometrics, or applied mathematics. Expertise in working with
large, unstructured datasets
and extracting tradable signals. Proficiency in
Python, C++ or similar languages , with ability to write production-quality code. Strong knowledge of equity market microstructure, risk management, and portfolio optimization. Details
Seniority level: Mid-Senior level Employment type: Full-time Job function: Finance and Research Industries: Financial Services, Capital Markets, and Investment Management
We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr