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Quantitative Researcher - Multi Asset

  • Location

    New York

  • Sector:

    Financial Services and Banking

  • Job type:


  • Contact:

    Daniel Abrams

  • Contact email:

  • Salary high:


  • Salary low:


  • Published:

    about 1 year ago

  • Expiry date:


  • Startdate:


Quant Researcher - Multi Asset

Top Asset Manager seeking a talented Researcher to work on research and portfolio management within their Global Asset Allocation group focusing on fully systematic investment strategies across a suite of asset classes.

Your role within this team will involve Leveraging economic and financial knowledge, as well as quantitative and technical skills, to develop research and design investment strategies across global asset classes. Candidates should be enthusiastic about devising and implementing new ideas and are expected to be hands-on and self-sufficient in conducting all aspects of research projects.

Responsibilities include:

  • Cutting Edge Systematic Investment strategy research and development
  • Improving existing strategies through signal, risk management, and portfolio construction research
  • Understand and correlate large unstructured datasets to identify new alpha generating opportunities.
  • Collaborate with other researchers, risk managers and technologists to develop new and improve current investment strategies.


  • Ph.D. from top program in quantitative or scientific discipline (Mathematics, Physics, Operations Research, Computer Science, Machine Learning, or a related field)
  • 5+ years’ experience researching systematic strategies across multiple asset classes.
  • Strong understanding of machine learning, statistical approaches and predictive modeling techniques
  • Knowledge of statistics and experience using statistical packages for analyzing datasets as well as data mining
  • Expertise in at least one programming language, ideally Python
  • Collaborative and team work oriented