Role Overview for VP, Quantitative Research with a Global Investment Firm – Greenwich, CT
JRG Partners is proud to exclusively represent a premier global investment firm in its search for a highly accomplished Vice President of Quantitative Research. This is a unique opportunity to join an elite team at a world-renowned organization, based in their state-of-the-art campus in Greenwich, Connecticut. Our client is a leader in the financial industry, known for its rigorous, data-driven approach to investment management and a culture that fosters intellectual curiosity, collaboration, and innovation. They manage a diverse portfolio of assets across global markets and are committed to leveraging cutting-edge technology and sophisticated quantitative methods to deliver superior returns for their investors.
As the Vice President of Quantitative Research, you will be a pivotal member of the firm’s alpha generation engine. You will be responsible for the entire lifecycle of quantitative strategy development, from initial idea generation and data exploration to model implementation and performance monitoring. This role requires a deep understanding of financial markets, advanced statistical techniques, and computational methods. You will work with vast and complex datasets, including traditional market data, alternative data, and proprietary sources, to uncover predictive signals and build robust, scalable trading models.
The ideal candidate is not only a brilliant researcher but also a pragmatic problem-solver who can translate complex theories into practical, profitable investment strategies. You will operate at the intersection of finance, technology, and data science, collaborating closely with portfolio managers, traders, and software engineers to integrate your research into the firm’s live trading environment. This position offers a direct path to making a significant impact on the firm’s investment performance and provides substantial opportunities for professional growth and leadership within a dynamic and intellectually stimulating setting.
Key Responsibilities of VP, Quantitative Research with a Global Investment Firm – Greenwich, CT
The Vice President of Quantitative Research will be entrusted with a broad range of critical responsibilities, focusing on the creation and refinement of systematic investment strategies. Success in this role will be measured by the originality, rigor, and profitability of the research produced.
Alpha Signal Research & Strategy Development
Conceive, design, and implement novel quantitative models and trading strategies across various asset classes (e.g., equities, futures, fixed income, options). Your primary objective will be to generate consistent, uncorrelated alpha.
Data Analysis & Feature Engineering
Source, clean, and analyze large-scale, high-frequency financial and alternative datasets. Develop creative feature engineering techniques to extract predictive information and build powerful factors for investment models.
Statistical Modeling & Machine Learning
Apply a wide array of advanced statistical, econometric, and machine learning techniques, including time-series analysis, cross-sectional regression, natural language processing (NLP), and deep learning, to model market behavior and predict asset price movements.
Rigorous Backtesting & Validation
Develop and maintain a robust backtesting framework to rigorously evaluate strategy performance. Conduct thorough out-of-sample testing, sensitivity analysis, and transaction cost modeling to ensure the viability and scalability of proposed strategies.
Portfolio Construction & Risk Management
Contribute to the portfolio construction process by optimizing signal combinations and managing strategy-level risk. Work with risk management teams to understand and mitigate model risks and factor exposures.
Research Infrastructure & Tooling
Collaborate with technology teams to design and build high-performance research infrastructure, libraries, and tools. Champion best practices in software development, data management, and research methodology to enhance the team’s overall productivity and effectiveness.
Collaboration and Mentorship
Work in a highly collaborative environment alongside portfolio managers, traders, and fellow researchers. Mentor and guide junior members of the quantitative research team, fostering their technical skills and professional development.
Thought Leadership
Stay at the forefront of the field by keeping up with the latest academic research and industry trends in quantitative finance. Present research findings and strategic insights to senior management and investment committees in a clear and compelling manner.
Requirements for the VP, Quantitative Research with a Global Investment Firm – Greenwich, CT
We are seeking an exceptional individual with a strong academic background, extensive practical experience, and a genuine passion for solving complex problems in financial markets. The following qualifications are essential for this role:
Educational Background
A Ph.D. or Master’s degree from a top-tier university in a highly quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or Financial Engineering.
Professional Experience
A minimum of 5-10 years of hands-on experience in a quantitative research role at a leading hedge fund, asset management firm, or proprietary trading group. A proven and verifiable track record of developing and deploying profitable systematic trading strategies is required.
Programming Proficiency
Expert-level programming skills are mandatory. Fluency in Python and its scientific computing stack (e.g., NumPy, Pandas, Scikit-learn, PyTorch, TensorFlow) is essential. Proficiency in C++ is highly desirable for performance-critical applications.
Quantitative & Statistical Expertise
Deep theoretical and practical knowledge of statistics, econometrics, stochastic calculus, optimization, and machine learning. You should be ableto reason about and apply these techniques to noisy financial data effectively.
Data Expertise
Extensive experience working with large, complex financial datasets, including tick data, order book data, and various alternative data sources. Familiarity with data vendors such as Bloomberg, Refinitiv, or FactSet is expected.
Financial Market Knowledge
A strong intuition for financial markets and a solid understanding of market microstructure, asset pricing, and portfolio theory across multiple asset classes.
Communication Skills
Exceptional written and verbal communication skills. The ability to articulate complex quantitative concepts to a diverse audience, including non-technical stakeholders, is crucial.
Personal Attributes
A highly motivated, self-starting individual with a strong work ethic. You must be intellectually curious, creative, and detail-oriented, with a relentless drive to find solutions to challenging research questions.
Benefits & Perks Offered
Our client believes in investing in their people and provides a comprehensive and highly competitive benefits package designed to support the well-being and professional growth of their employees. As a valued member of the team, you can expect:
Exceptional Compensation
A highly competitive base salary complemented by a significant performance-based annual bonus that reflects individual and firm success.
Comprehensive Health & Wellness
Premier medical, dental, and vision insurance plans for you and your eligible dependents. The package also includes robust wellness programs, on-site fitness facilities, and mental health support services.
Retirement Savings
A generous 401(k) retirement plan with a substantial company match to help you build long-term financial security.
Generous Paid Time Off
A flexible and generous paid time off (PTO) policy, including vacation days, sick leave, and company holidays, to ensure a healthy work-life balance.
Professional Development
A significant budget for continuous learning and professional development, including support for attending top academic and industry conferences, specialized training courses, and pursuing relevant certifications.
Work Environment
A collaborative, intellectually charged, and respectful work environment. You will be surrounded by some of the brightest minds in the industry in a state-of-the-art office designed to foster innovation.
On-site Amenities
Access to a range of on-site amenities, including gourmet catered meals, coffee bars, and recreational facilities.
Relocation Assistance
A comprehensive relocation package is available for exceptional candidates moving to the Greenwich, CT area.
How to Apply
JRG Partners is the exclusive recruitment partner for this confidential search. To be considered for this exceptional opportunity, please submit your resume and a cover letter detailing your relevant experience and track record in quantitative research. All applications will be treated with the strictest confidence.
Interested candidates are encouraged to apply directly through our portal or by reaching out to our dedicated recruitment team. To learn more about our expertise in this domain, please visit the JRG Partners Quantitative Analytics & Trading practice area page.
Our client is an equal opportunity employer and is dedicated to building a diverse and inclusive workforce. They do not discriminate on the basis of race, color, religion, marital status, age, national origin, ancestry, physical or mental disability, medical condition, pregnancy, genetic information, gender, sexual orientation, gender identity or expression, veteran status, or any other status protected under federal, state, or local law.
