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Our client is a top hedge fund located in mid-town Manhattan and they are looking for a Senior Quantitative Researcher to join their New York team. All strategies traded are systematic and the emphasis is on signals and automated trading for listed exchange cleared products, currently equities with high alpha. The role will involve joining the research team focusing on developing a new fund to be launched in 2018. The mandate is statistical arbitrage for non-equities with a target Sharpe of 2 and holding period of 30 minutes up-to 2 weeks. The mandate is to trade FX Spot, NDF's, Futures and Interest Rate Futures and Bonds in a relative value / stat-arb portfolio with automated execution. They are looking for a senior researcher who can hit the ground running and add immediate value to this fund. 

Required Experience: 

• 5-8 years of experience researching systematic strategies for liquid exchange cleared non-equity products, ideally FX, Rates.
• Strong analytical skills: (Python, R, C#). 
• Expertise in signal research and backtesting, portfolio construction and trade optimization.
• Hedgefund / research mentality.
• MS/PhD in Applied Maths, Economics or similar.
• Amazon Web Services (nice to have).

If you would like to be considered for the position of Senior Quantitative Researcher, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team.