Quantitative Researcher (Portfolio Construction)

Quantitative Researcher – Central Monetization New YorkCW Talent Solutions is partnering with a leading multi-strategy hedge fund in New York to hire a Quantitative Researcher for its Central Monetization Platform. This team is responsible for translating alpha from multiple investment teams into scalable, capital-efficient portfolios, driving risk-adjusted returns across the firm.RequirementsAdvanced degree (PhD preferred) in Mathematics, Statistics, Physics, Computer Science, or related quantitative field3–10+ years in quantitative research at hedge funds, multi-manager platforms, or top-tier prop firmsExpertise in portfolio monetization, capital allocation, and risk optimization frameworksExperience translating heterogeneous alpha signals into production-ready portfolios under real-world constraints (liquidity, transaction costs, turnover, drawdowns)Strong Python skills (C++ a plus) and experience bringing research into productionAbility to communicate complex quantitative concepts effectively to PMs and senior stakeholdersWhy Apply?Competitive pay and strong growth potentialWork directly with Portfolio Managers, Risk, and Technology to optimize alpha capture and portfolio efficiencyAccess to advanced tools for portfolio diagnostics, stress-testing, and scenario analysisJoin a platform where centralized monetization and capital efficiency are core to the businessCollaborate with top quantitative talent in New YorkContact Seán Sweeney 📞 +44 3300 522 127📧 sean@cwtalentsolutions.com