The Emerald Recruiting Group
Managing Director Quantative Research Manager
The Emerald Recruiting Group, New York, New York, us, 10261
Our client, a
leading global hedge fund , is seeking a
Quantitative Research Manager – Equities
to lead a team of researchers developing and deploying systematic equity strategies across global markets. This is a front-office, hands-on leadership role for a seasoned quant who knows how to move from model design to live execution—and build teams that do the same.
You’ll guide a group of researchers and developers focused on
alpha generation, portfolio construction, and execution optimization
within a sophisticated, data-rich environment. This is an opportunity to shape strategy architecture, mentor next‑generation talent, and deliver measurable performance in one of the industry’s most respected systematic platforms.
What You’ll Do
Lead a team of
quantitative researchers and data scientists
focused on alpha research across equities (stat‑arb, factor, and multi‑horizon).
Oversee
signal discovery, model validation, and productionization
of new trading ideas.
Manage
end‑to‑end research pipelines —from data sourcing and feature engineering to backtesting and live performance monitoring.
Collaborate closely with
portfolio managers, engineers, and traders
to refine models and drive real P&L impact.
Evaluate and implement new
machine learning, NLP, and alternative data techniques
to uncover differentiated signals.
Guide research into
execution algorithms, transaction cost modeling, and portfolio optimization.
Develop and enforce best practices for
data integrity, version control, and model documentation.
Provide strategic direction, mentorship, and technical guidance to a high-caliber quant team.
What You Bring
8–12+ years
of experience in
quantitative research or systematic equities trading , including team leadership.
Proven record developing and deploying alpha models that have demonstrated live profitability.
Deep understanding of
market microstructure, equity factors, and portfolio construction methodologies.
Expertise in
Python, C++, R, or MATLAB , and familiarity with distributed computing frameworks.
Advanced degree (PhD or Master’s) in
Applied Mathematics, Physics, Computer Science, or Financial Engineering.
Strong grasp of
machine learning, statistical inference, and time-series analysis.
Excellent communication skills—able to translate research outcomes into actionable trading insights.
Entrepreneurial mindset and collaborative leadership style.
Why It’s Worth a Conversation
Opportunity to
lead a world‑class quant research team
with autonomy, resources, and scale.
Exposure to
multi‑billion AUM trading infrastructure , global data sets, and elite engineering support.
Collaborative, performance‑driven culture that rewards innovation and measurable results.
Competitive compensation with
P&L participation and leadership upside.
#J-18808-Ljbffr
leading global hedge fund , is seeking a
Quantitative Research Manager – Equities
to lead a team of researchers developing and deploying systematic equity strategies across global markets. This is a front-office, hands-on leadership role for a seasoned quant who knows how to move from model design to live execution—and build teams that do the same.
You’ll guide a group of researchers and developers focused on
alpha generation, portfolio construction, and execution optimization
within a sophisticated, data-rich environment. This is an opportunity to shape strategy architecture, mentor next‑generation talent, and deliver measurable performance in one of the industry’s most respected systematic platforms.
What You’ll Do
Lead a team of
quantitative researchers and data scientists
focused on alpha research across equities (stat‑arb, factor, and multi‑horizon).
Oversee
signal discovery, model validation, and productionization
of new trading ideas.
Manage
end‑to‑end research pipelines —from data sourcing and feature engineering to backtesting and live performance monitoring.
Collaborate closely with
portfolio managers, engineers, and traders
to refine models and drive real P&L impact.
Evaluate and implement new
machine learning, NLP, and alternative data techniques
to uncover differentiated signals.
Guide research into
execution algorithms, transaction cost modeling, and portfolio optimization.
Develop and enforce best practices for
data integrity, version control, and model documentation.
Provide strategic direction, mentorship, and technical guidance to a high-caliber quant team.
What You Bring
8–12+ years
of experience in
quantitative research or systematic equities trading , including team leadership.
Proven record developing and deploying alpha models that have demonstrated live profitability.
Deep understanding of
market microstructure, equity factors, and portfolio construction methodologies.
Expertise in
Python, C++, R, or MATLAB , and familiarity with distributed computing frameworks.
Advanced degree (PhD or Master’s) in
Applied Mathematics, Physics, Computer Science, or Financial Engineering.
Strong grasp of
machine learning, statistical inference, and time-series analysis.
Excellent communication skills—able to translate research outcomes into actionable trading insights.
Entrepreneurial mindset and collaborative leadership style.
Why It’s Worth a Conversation
Opportunity to
lead a world‑class quant research team
with autonomy, resources, and scale.
Exposure to
multi‑billion AUM trading infrastructure , global data sets, and elite engineering support.
Collaborative, performance‑driven culture that rewards innovation and measurable results.
Competitive compensation with
P&L participation and leadership upside.
#J-18808-Ljbffr