Quantitative Researcher Manager - Pod Lead (Equity Stat Arb)
New York, NY
Posted6/24/2025
Seeking a highly skilled and experienced Quantitative Research Manager to lead research and development of alpha models and signals for an Equity Statistical Arbitrage strategy. This is a leadership role within a PM’s pod at a leading hedge fund, where you will manage a team of quantitative researchers and developers, drive signal discovery, and work closely with portfolio management, execution, and technology teams to implement and refine short- to medium-horizon trading strategies.
QUALIFICATIONS
Master’s or PhD in a quantitative discipline (e.g., Applied Mathematics, Computer Science, Statistics, Physics, Financial Engineering).
7+ years of experience in alpha research or quantitative strategy development.
2+ years in a leadership or managerial role, ideally within a hedge fund or proprietary trading firm.
Proven track record in developing and deploying equity stat arb or short-horizon alpha models.
Advanced programming skills (Python, R, C++, or similar) and strong statistical modeling background.
Experience with large-scale backtesting frameworks, data pipelines, and version-controlled research workflows.
Deep understanding of equity market microstructure, factor models, risk-neutral modeling, and portfolio optimization.
Strong leadership, communication, and project management skills; ability to operate in a fast-paced, performance-driven environment.
Experience in a multi-manager hedge fund or high-performing quant pod.Familiarity with machine learning techniques applied to alpha research (e.g., tree-based models, neural nets, reinforcement learning).
Knowledge of alternative datasets (e.g., news sentiment, satellite imagery, credit card data, etc.).
Exposure to portfolio construction, signal weighting, and capacity-constrained strategy design.
This role will sit ONSITE out of the New York, NY office. Total Compensation up to $5,000,000.
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