Systematic Quant Researcher: Equities & Futures

A systematic Hedge Fund in New York is seeking a Systematic Quantitative Researcher. Ideal candidates will have 2–5 years of experience in quantitative research or systematic trading strategy development. The role involves developing and enhancing systematic strategies across global markets, conducting research, and collaborating with PMs and data scientists. Required qualifications include strong programming skills in Python, R, or C++, and a Master’s or PhD in a quantitative field. This is a full-time associate-level position with competitive benefits. #J-18808-Ljbffr