Evolve Group
Quantitative Researcher - Any Asset Class
Leading Systematic Hedge Fund, New York | Chicago – On-site
$500k – $900k+ Total Comp
You can contribute to one of the world’s most successful hedge funds for over two decades, becoming a Quant Researcher within one of several different functions, located within the heart of NYC.
Upon joining this organization, you’ll collaborate with stakeholders across the business, applying your unique problem‑solving skills and strong understanding of translating theory into practice, creating and deploying alpha signals to further improve the profitability of one of the already largest profit centres within the group.
You don’t need to be an SME on one particular asset class, just a willingness to leverage your technical expertise and your sharp mind on any problem.
With a wealth of experience and success from the top of the business to the bottom, your chance of success just became even greater.
Requirements:
At least 2+ years of experience working in a quantitative research role or similar (research engineer, research scientist, etc.)
High proficiency in both writing and reviewing Python
Bachelor’s Degree in Mathematics, Statistics, Physics or related quantitative field
Strong communicator – ability to work across multiple role types in engineering teams is critical.
Front office experience with any Asset Class is desirable, though not essential
Previous experience within a trading firm is highly advantageous.
Optional bonus: Ph.D. or Post‑doc assignment in a computational or mathematical field
Seniority Level: Mid‑Senior level
Employment Type: Full‑time
Job Function: Finance
Location: New York, NY (On‑site)
Base Pay Range: $250,000 – $350,000 per year
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$500k – $900k+ Total Comp
You can contribute to one of the world’s most successful hedge funds for over two decades, becoming a Quant Researcher within one of several different functions, located within the heart of NYC.
Upon joining this organization, you’ll collaborate with stakeholders across the business, applying your unique problem‑solving skills and strong understanding of translating theory into practice, creating and deploying alpha signals to further improve the profitability of one of the already largest profit centres within the group.
You don’t need to be an SME on one particular asset class, just a willingness to leverage your technical expertise and your sharp mind on any problem.
With a wealth of experience and success from the top of the business to the bottom, your chance of success just became even greater.
Requirements:
At least 2+ years of experience working in a quantitative research role or similar (research engineer, research scientist, etc.)
High proficiency in both writing and reviewing Python
Bachelor’s Degree in Mathematics, Statistics, Physics or related quantitative field
Strong communicator – ability to work across multiple role types in engineering teams is critical.
Front office experience with any Asset Class is desirable, though not essential
Previous experience within a trading firm is highly advantageous.
Optional bonus: Ph.D. or Post‑doc assignment in a computational or mathematical field
Seniority Level: Mid‑Senior level
Employment Type: Full‑time
Job Function: Finance
Location: New York, NY (On‑site)
Base Pay Range: $250,000 – $350,000 per year
#J-18808-Ljbffr