Equity Quant Researcher - Top Long-Short Equity Hedge fund
We are exclusively partnered with a highly successful L/S Equity Market Neutral Fund to identify an experienced Quant researcher to join their team. This is a unique opportunity to work directly with a world-class PM and senior leadership team in a collaborative and innovative environment.
Required:
Experience working in the Cash Equity space
Experience working building optimisers, ideally within L/S
Strong Python experience
Would be helpful:
Experience at a Multi-manager
Understanding risk for single-industry L/S portfolios
Experience building fundamental equity trade tool analysis such as timing, sizing, catalyst, correlation
This is a great opportunity to:
Work with a PM renowned for their exceptional performance, including a Sharpe ratio >2 and a history of top-tier results at leading hedge funds.
Collaborate with a highly talented team across investment, quantitative research, and data engineering functions.
Join a fund that combines deep fundamental analysis with a cutting-edge approach to data processing and AI/ML to generate uncorrelated alpha.
This role can be based in London or New York and reports directly to the PM (also CIO) and COO.
To apply please reach out to quantresearch@octaviusfinance.com