Hiring.Camp

Managing Director Quantative Research Manager

Oppportunties at The Emerald Recruiting Group

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Location
New York City
Workplace
Remote
Type
Full-time
Department
IT
Seniority
Lead
Experience
8+ years
Education
PhD
Source
RecruiterFlow

Description

 Our client, a leading global hedge fund, is seeking a Quantitative Research Manager – Equities to lead a team of researchers developing and deploying systematic equity strategies across global markets. This is a front-office, hands-on leadership role for a seasoned quant who knows how to move from model design to live execution—and build teams that do the same.

You’ll guide a group of researchers and developers focused on alpha generation, portfolio construction, and execution optimization within a sophisticated, data-rich environment. This is an opportunity to shape strategy architecture, mentor next-generation talent, and deliver measurable performance in one of the industry’s most respected systematic platforms.

What You’ll Do

  • Lead a team of quantitative researchers and data scientists focused on alpha research across equities (stat-arb, factor, and multi-horizon).

  • Oversee signal discovery, model validation, and productionization of new trading ideas.

  • Manage end-to-end research pipelines—from data sourcing and feature engineering to backtesting and live performance monitoring.

  • Collaborate closely with portfolio managers, engineers, and traders to refine models and drive real P&L impact.

  • Evaluate and implement new machine learning, NLP, and alternative data techniques to uncover differentiated signals.

  • Guide research into execution algorithms, transaction cost modeling, and portfolio optimization.

  • Develop and enforce best practices for data integrity, version control, and model documentation.

  • Provide strategic direction, mentorship, and technical guidance to a high-caliber quant team.

What You Bring

  • 8–12+ years of experience in quantitative research or systematic equities trading, including team leadership.

  • Proven record developing and deploying alpha models that have demonstrated live profitability.

  • Deep understanding of market microstructure, equity factors, and portfolio construction methodologies.

  • Expertise in Python, C++, R, or MATLAB, and familiarity with distributed computing frameworks.

  • Advanced degree (PhD or Master’s) in Applied Mathematics, Physics, Computer Science, or Financial Engineering.

  • Strong grasp of machine learning, statistical inference, and time-series analysis.

  • Excellent communication skills—able to translate research outcomes into actionable trading insights.

  • Entrepreneurial mindset and collaborative leadership style.

Why It’s Worth a Conversation

  • Opportunity to lead a world-class quant research team with autonomy, resources, and scale.

  • Exposure to multi-billion AUM trading infrastructure, global data sets, and elite engineering support.

  • Collaborative, performance-driven culture that rewards innovation and measurable results.

  • Competitive compensation with P&L participation and leadership upside.

Skills

PythonMATLABMachine LearningNLPR