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# VP, Quantitative Trading Strategy with a Boutique Hedge Fund – New York, NY


Role Overview for VP, Quantitative Trading Strategy with a Boutique Hedge Fund – New York, NY
Are you a seasoned quantitative researcher with a passion for uncovering alpha in complex financial markets? Do you thrive in a collaborative, intellectually rigorous environment where your contributions directly impact trading decisions and firm profitability? JRG Partners is exclusively representing a premier, technology-driven boutique hedge fund based in the heart of New York City in their search for a Vice President of Quantitative Trading Strategy.
Our client is renowned for its sophisticated, data-centric approach to investing. They foster a culture of intellectual curiosity, meritocracy, and rigorous scientific inquiry, bringing together the brightest minds in finance, technology, and academia. Unlike larger, more bureaucratic institutions, this firm offers a nimble, entrepreneurial atmosphere where innovation is not just encouraged but essential. They are heavily invested in their technology stack and data infrastructure, providing their researchers with unparalleled tools to explore and capitalize on market inefficiencies.
As the Vice President of Quantitative Trading Strategy, you will be a pivotal member of the core research team, responsible for the entire lifecycle of strategy development—from initial idea generation and data analysis to model creation, backtesting, and production implementation. You will work on developing and enhancing a portfolio of systematic strategies across various asset classes and frequencies. This role offers a unique opportunity to take ownership of significant research projects, mentor junior talent, and make a substantial impact in a highly successful and growing firm. The ideal candidate is a creative problem-solver with a strong quantitative background and a proven track record of generating profitable trading signals.
Key Responsibilities of VP, Quantitative Trading Strategy with a Boutique Hedge Fund – New York, NY
Alpha Signal Research and Generation
Conceptualize, research, and develop novel quantitative trading strategies across various asset classes, including equities, futures, and options. Conduct in-depth statistical analysis on vast and complex datasets, including traditional market data (tick data, order books) and a wide array of alternative data sources.
Model Development and Implementation
Design, build, and validate sophisticated predictive models using advanced statistical methods and cutting-edge machine learning models (e.g., gradient boosting, deep learning, NLP). Write clean, efficient, and robust production-level code in Python and C++ to implement and deploy these strategies into the firm’s live trading environment.
Rigorous Backtesting and Performance Analysis
Develop and maintain a high-performance, event-driven backtesting framework to accurately simulate strategy performance. Meticulously analyze backtest results, accounting for transaction costs, market impact, and slippage to ensure the viability and robustness of new strategies. Perform deep-dive attribution analysis to understand the key drivers of P&L.
Portfolio Construction and Risk Management
Apply modern portfolio theory and advanced optimization techniques to construct portfolios that maximize risk-adjusted returns. Develop and monitor sophisticated risk models to manage portfolio exposures effectively across various market regimes, ensuring strategies perform within defined risk parameters.
Market Microstructure Research
Conduct detailed research into market microstructure to refine execution logic, minimize transaction costs, and develop strategies that capitalize on market mechanics.
Technology and Infrastructure Contribution
Collaborate with software engineers to enhance the firm’s research and trading infrastructure. Contribute to the development of data pipelines, analytical tools, and simulation platforms to improve research efficiency and capabilities.
Collaboration and Mentorship
Work in a highly collaborative setting with other researchers, portfolio managers, and technologists to drive projects from ideation to production. Mentor and guide junior quantitative analysts, fostering their professional growth and contributing to the team’s collective knowledge base. Present research findings and strategy proposals to senior management and investment committees.
Requirements for the VP, Quantitative Trading Strategy with a Boutique Hedge Fund – New York, NY
Required Qualifications:
Educational Background
A Ph.D. or M.S. degree from a top-tier university in a highly quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Electrical Engineering, or a related field.
Professional Experience
A minimum of 5-10 years of direct, hands-on experience in a quantitative research or trading role at a leading hedge fund, proprietary trading firm, or top-tier investment bank.
Proven Track Record
A demonstrable and verifiable track record (P&L) of independently researching and developing profitable, systematic trading strategies, preferably in the mid-to-high frequency space.
Programming Proficiency
Expert-level programming skills in Python and its scientific computing stack (NumPy, SciPy, Pandas, Scikit-learn, PyTorch/TensorFlow). Strong proficiency in C++ for performance-critical code is essential.
Quantitative & Analytical Skills
Deep theoretical and practical understanding of advanced statistical methods, including time-series analysis, econometrics, stochastic calculus, and signal processing. Extensive experience applying a variety of machine learning techniques to financial forecasting problems.
Financial Market Knowledge
A strong intuition for financial markets and a deep understanding of at least one major asset class (e.g., US equities). Experience working with large, noisy, and high-dimensional datasets is required.
Preferred Qualifications:

Experience working with alternative datasets (e.g., geolocation, satellite, web data).
In-depth knowledge of market microstructure and optimal trade execution.
Experience with distributed computing and big data technologies (e.g., Spark, Dask).
Familiarity with Linux/UNIX environments and shell scripting.
Excellent written and verbal communication skills, with the ability to articulate complex quantitative concepts to diverse audiences.

Benefits & Perks Offered
Our client believes in rewarding top talent and provides a comprehensive and highly competitive compensation and benefits package, including:
Exceptional Compensation
A highly competitive base salary and an exceptional, performance-driven annual bonus directly tied to individual and firm P&L.
Comprehensive Health and Wellness
Premium medical, dental, and vision insurance for you and your dependents with minimal employee contribution. Access to wellness programs, mental health support, and a generous gym subsidy.
Retirement Planning
A 401(k) plan with a significant and immediate company match to help you plan for your future.
Generous Time Off
A generous paid time off (PTO) policy, including vacation days, sick leave, and company holidays, promoting a healthy work-life balance.
World-Class Office Environment
A modern, state-of-the-art office in a prime New York City location. Enjoy daily catered meals, a fully stocked kitchen with healthy snacks and beverages, and a collaborative workspace.
Professional Development
A strong commitment to continuous learning, with support for attending industry conferences, pursuing certifications, and accessing educational resources.
Intellectual and Collaborative Culture
The opportunity to work alongside some of the most brilliant minds in the industry in a culture that values intellectual honesty, creativity, and teamwork.
How to Apply
If you are a results-driven quantitative professional with a passion for the markets and a desire to make a significant impact at a dynamic and successful firm, we encourage you to apply. This is a rare opportunity to join an elite team at the forefront of quantitative finance.
To apply, please submit your resume and a cover letter detailing your relevant experience and track record of successful strategy development. JRG Partners is the exclusive recruitment partner for this search. All applications will be treated with the strictest confidence.
To learn more about our expertise in this domain and explore other opportunities, please visit the JRG Partners’ quantitative finance recruitment specialists page.
JRG Partners and our client are Equal Opportunity Employers. We celebrate diversity and are committed to creating an inclusive environment for all employees. All employment is decided on the basis of qualifications, merit, and business need.