About Us:

Double River is a quantitative asset manager dedicated to leveraging advanced research and data-driven strategies to deliver exceptional results. We are a team of passionate professionals committed to innovation, collaboration, and excellence in the financial markets.

Position Overview:

We are seeking an experienced Equity Quantitative Researcher to join our team. The ideal candidate will have a proven track record of quantitative research at a hedge fund or quantitative asset manager, a strong academic background, and expertise in areas such as alpha signal research, portfolio construction/management, or signal timing and aggregation. Experience in international equity markets is a plus.

Key Responsibilities:

• Develop and refine quantitative models to identify market inefficiencies.
• Research and iterate on our portfolio construction, attribution, or aggregation methodologies.
• Carefully evaluate new datasets and data vendors.
• Help monitor data, signal, and portfolio quality and performance.

Qualifications:

• PhD in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Physics, Computer Science, Engineering, or a related field. Strong Master's candidates will also be considered.
• 6+ years of experience in quantitative research at a hedge fund or asset manager.
• Strong programming skills in Python, R, or other relevant languages.
• Proficiency in handling large datasets and utilizing statistical and machine learning tools.
• Familiarity with international equity markets is a plus.
• Excellent problem-solving skills and a strong analytical mindset.

Why Join Double River?

• Opportunity to work remotely.
• Engage in intellectually stimulating projects with the potential for significant impact.
• Competitive compensation package and growth opportunities.