Quantitative Researcher / Developer, Equities

Company: Goldman Lloyds

Location: New York

About the Role

A leading multi-manager hedge fund is seeking a PhD-level Quantitative Researcher / Developer for an Equities Portfolio Manager pod. This investment-facing role combines quantitative research, statistical modeling, and Python development, with direct collaboration with the Portfolio Manager on research and analytical tools for live equity investment decisions.

Key Responsibilities

• Research quantitative signals and models across Equities and Long/Short investment strategies.
• Develop Python-based research, modeling, and backtesting frameworks.
• Analyze large-scale market, fundamental, and alternative datasets.
• Apply statistics, machine learning, and time-series analysis to investment research.
• Build tools supporting stock selection, portfolio construction, factor analysis, and risk management.
• Translate research into actionable investment insights in direct collaboration with the Portfolio Manager.

Requirements & Tech Stack

• Python programming and quantitative research skills.
• Deep understanding of statistics, probability, optimization, and/or machine learning.
• Experience developing analytical models and working with complex datasets.
• Strong interest in applying quantitative methods directly to investment decisions.

Qualifications

• PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative discipline.
• Equity research, systematic investing, quantitative finance, or financial markets exposure is advantageous.