Alexander Chapman
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A systematic Hedge Fund is seeking a Systematic Quantitative Researcher to join its equities and futures investment team. This role is ideal for candidates with 2–5 years of experience in quantitative research or systematic trading strategy development within a hedge fund, proprietary trading firm, or asset manager. You’ll have the opportunity to work closely with experienced PMs and researchers to develop and enhance systematic strategies across global markets.
Responsibilities
Conduct research and development of short- to medium-term systematic strategies with a focus on equities and futures.
Explore and analyze large, diverse datasets to identify alpha opportunities and market inefficiencies.
Collaborate with PMs, data scientists, and engineers to translate research ideas into live trading strategies.
Continuously monitor and refine models based on live trading outcomes and market conditions.
Candidate Requirements
2–5 years of experience in quantitative research, alpha generation, or systematic trading (equities or futures preferred).
Strong programming skills in Python, R, or C++.
Solid foundation in statistics, econometrics, and time-series analysis.
Clear evidence of research curiosity and contribution to data-driven trading ideas.
Master’s or PhD in a quantitative field (e.g., Mathematics, Physics, Statistics, Computer Science, or Engineering).
Seniority level Associate
Employment type Full-time
Job function Finance
Industries Financial Services and Investment Management
Referrals increase your chances of interviewing at Alexander Chapman by 2x
Benefits
Medical insurance
Vision insurance
401(k)
Paid maternity leave
Child care support
Pension plan
Paid paternity leave
Tuition assistance
Disability insurance
#J-18808-Ljbffr
A systematic Hedge Fund is seeking a Systematic Quantitative Researcher to join its equities and futures investment team. This role is ideal for candidates with 2–5 years of experience in quantitative research or systematic trading strategy development within a hedge fund, proprietary trading firm, or asset manager. You’ll have the opportunity to work closely with experienced PMs and researchers to develop and enhance systematic strategies across global markets.
Responsibilities
Conduct research and development of short- to medium-term systematic strategies with a focus on equities and futures.
Explore and analyze large, diverse datasets to identify alpha opportunities and market inefficiencies.
Collaborate with PMs, data scientists, and engineers to translate research ideas into live trading strategies.
Continuously monitor and refine models based on live trading outcomes and market conditions.
Candidate Requirements
2–5 years of experience in quantitative research, alpha generation, or systematic trading (equities or futures preferred).
Strong programming skills in Python, R, or C++.
Solid foundation in statistics, econometrics, and time-series analysis.
Clear evidence of research curiosity and contribution to data-driven trading ideas.
Master’s or PhD in a quantitative field (e.g., Mathematics, Physics, Statistics, Computer Science, or Engineering).
Seniority level Associate
Employment type Full-time
Job function Finance
Industries Financial Services and Investment Management
Referrals increase your chances of interviewing at Alexander Chapman by 2x
Benefits
Medical insurance
Vision insurance
401(k)
Paid maternity leave
Child care support
Pension plan
Paid paternity leave
Tuition assistance
Disability insurance
#J-18808-Ljbffr