Point One - Hedge Fund Talent
Quantitative Research Lead
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Quant Research Lead – US Equities Systematic
Overview
We are seeking an exceptional Quant Research Lead to join a newly established investment team within one of the world's leading multi-strategy hedge funds. This is a rare opportunity to become one of the founding members of a high-profile systematic equities business led by an established Senior Portfolio Manager with significant institutional backing.
The successful candidate will play a pivotal role in shaping the research agenda, building a world-class team, and driving the development of differentiated alpha across US Equities.
The Opportunity
This is a senior, high-impact position suited to an experienced systematic researcher who combines a strong track record of alpha generation with the leadership skills required to build and scale a research organisation.
Working directly with the Head of the business, you will have significant influence over research direction, hiring strategy, and the evolution of the investment platform from its early stages.
Key Responsibilities
- Lead the research and development of systematic alpha signals across the US Equities universe.
- Design and oversee the research framework, ensuring robust scientific processes and high-quality research standards.
- Build, mentor, and manage a team of high-calibre Quantitative Researchers.
- Collaborate closely with the Portfolio Manager on portfolio construction, signal implementation, and investment strategy.
- Identify new sources of persistent alpha using statistical, machine learning, and alternative data techniques where appropriate.
- Drive continuous improvements in research infrastructure, data utilisation, and research productivity.
- Establish best practices around hypothesis generation, testing, validation, and deployment.
- Work closely with technology and engineering teams to ensure efficient production of research ideas.
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Candidate Profile
The ideal candidate will possess:
- A minimum of five years' experience conducting systematic alpha research within US Equities.
- A demonstrable track record of developing profitable quantitative signals that have been deployed in live trading.
- Experience working within a leading quantitative hedge fund, proprietary trading firm, or systematic asset manager.
- Strong expertise in statistics, machine learning, optimisation, and empirical research methodologies.
- Excellent programming skills, ideally in Python, with experience working on large-scale research platforms.
- Deep understanding of market microstructure, equity data, factor modelling, and alpha decay.
- Experience mentoring or leading Quantitative Researchers, with the ambition and capability to build a larger team.
- Excellent communication skills and the ability to collaborate effectively across research, portfolio management, and engineering functions.
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Education
PhD, Master's, or equivalent degree in Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, or another highly quantitative discipline from a leading university.
Why Join?
- Foundational leadership opportunity within a significant new investment initiative.
- Direct partnership with a highly accomplished Senior Portfolio Manager.
- Responsibility for building and leading a high-performing quantitative research team.
- Access to substantial capital, best-in-class technology, extensive datasets, and institutional infrastructure.
- Competitive compensation package comprising market-leading base salary, discretionary bonus, and long-term career progression.
- Opportunity to shape the culture, research philosophy, and future direction of a rapidly growing systematic investment business.
If you are an exceptional systematic researcher looking for the opportunity to build something meaningful while operating within the resources and stability of a world-class investment platform, we would welcome a confidential conversation.
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