Monetization Quant Researcher

A prestigious Multi-Manager Fund in New York City is actively searching for a highly skilled Monetization Quantitative Researcher (QR) to join their dynamic team. This exciting opportunity allows you to work directly with a Senior Portfolio Manager (PM) who boasts an impressive 10+ year track record in systematic futures and equities trading. With a proven history of success and innovation, the PM is looking for a driven and experienced QR to help drive further PnL growth within their portfolio.

As a Monetization Quant Researcher, you will primarily focus on monetizing trading signals with particular emphasis on intraday, overnight, and multi-day horizons. You will have the opportunity to contribute significantly to the fund’s overall performance by refining and optimizing systematic strategies that capitalize on short-term market movements. This role represents a unique chance to work closely with an established, high-performing PM and have a direct, tangible impact on portfolio performance, all while being supported by cutting-edge resources and data.

Why This Role is Exceptional:

• Work Directly with a Proven PM: The successful tenure of the Portfolio Manager creates an unparalleled learning and growth environment. You will gain invaluable experience, receive hands-on mentorship, and have a direct influence on the book’s profitability.

• High-Impact Research Projects: From day one, you will be involved in high-level, sophisticated research initiatives, tackling challenging and exciting problems that will drive the fund’s continued success.

• State-of-the-Art Resources: As part of this role, you will have access to advanced trading infrastructure, large-scale data sets, and sophisticated analytics tools, all aimed at improving the performance of your research and strategies.

• Clear Path for Career Growth: The fund is committed to the long-term success of its team members. As a Monetization Quant Researcher, you will have a clear pathway for professional growth and advancement within the firm, ensuring both personal and career development in a supportive and rewarding environment.

Key Responsibilities:

• Signal Monetization: Focus on turning quant signals into consistent, actionable profit, particularly within intraday, overnight, and multi-day trading horizons.

• Quantitative Research: Lead advanced research initiatives aimed at improving existing models and identifying new, profitable opportunities. Use cutting-edge quantitative techniques to evaluate and optimize systematic trading strategies.

• Collaboration: Work closely with the Portfolio Manager and other members of the team to refine trading models and integrate new research insights into trading strategies.

• Market Microstructure Analysis: Leverage expertise in market microstructure to understand and capitalize on the behavior of financial instruments and markets, especially at high frequencies.

• Strategy Development and Testing: Design, backtest, and optimize strategies across different asset classes to maximize risk-adjusted returns.

Required Skills and Qualifications:

• 3+ Years of Monetization Research Experience: Ideal candidates will have at least 3 years of experience focused on monetizing signals in the equities and/or futures markets. The PM is highly flexible on the specific market experience, so candidates with a strong background in either market will be considered.

• Deep Market Microstructure Expertise: The ideal candidate will have a deep understanding of market dynamics and microstructure, allowing them to effectively design and optimize strategies for intraday, overnight, and multi-day trading horizons.

• Familiarity with High-Frequency Trading (HFT) & Intraday Strategies: Experience in the design, testing, and implementation of high-frequency trading strategies and intraday trading models is highly desirable.

• Advanced Python Coding Skills: Strong proficiency in Python is essential, as you will be working on research, backtesting, and strategy development. Familiarity with other programming languages or data science tools (e.g., C++, R, MATLAB, etc.) is a plus.

• Advanced Degree in STEM: A Master’s or Ph.D. in a quantitative field (such as Mathematics, Physics, Computer Science, Engineering, or Financial Engineering) is preferred.

• Strong Communication Skills: The ability to communicate complex quantitative concepts clearly and effectively to non-technical stakeholders is essential, as this role involves significant market-facing responsibilities. The successful candidate will also be comfortable contributing ideas and collaborating within a team-oriented, performance-driven environment.

About the Fund:

This Multi-Manager Fund is known for its cutting-edge quantitative strategies and its focus on systematic, data-driven trading in both futures and equities. The firm has established itself as a leader in the industry, consistently delivering strong returns and maintaining a culture of innovation and excellence. The fund is committed to supporting its team with the resources, tools, and mentoring necessary to continue driving its success.