Senior Quantitative Researcher

A Miami-based hedge fund is looking to hire a Senior Quantitative Researcher or Portfolio Manager to partner directly with a senior PM running a live systematic equity book. This is a tight, high-conviction setup - not a 30-person research team where your models disappear into committee review.

You’ll be working shoulder-to-shoulder with the PM on alpha generation, portfolio construction, and capital deployment in the mid-frequency space (days to weeks holding period). Ideas move quickly from research to production. Performance matters. Your input shapes the book.

The mandate is clear: build scalable, robust equity signals that can be deployed with size. You’ll have meaningful autonomy in what you research, how you structure models, and how strategies evolve - with real visibility into PnL and risk.

This role is ideal for:

• A senior quant researcher who wants more ownership and direct capital impact
• A junior-to-mid PM looking for a collaborative platform to scale
• Someone comfortable thinking about the full lifecycle: signal, portfolio, execution, risk
• Strong programming (Python essential), deep portfolio construction intuition, and experience in systematic equities are expected. What matters most is intellectual honesty, rigor, and the ability to generate repeatable alpha.