Location: Miami HQ
We’re partnered with a high-performing multi-manager hedge fund backed by a leading institutional allocator, to help build their next wave of Quantitative Research talent.
With ≈$1B+ in AUM and a core focus on systematic macro, AFBI is quietly assembling one of the most technically sophisticated platforms in the space—blending discretionary insight with automated alpha generation across global rates, FX, commodities, and credit.
As part of their buildout, they’re hiring an Associate Quant Researcher to work directly with the Head of Systematic Execution, helping design and deploy cross-asset trading signals and alpha models from scratch.
The Role
- Research, prototype, and productionize short- to medium-horizon trading signals
- Engineer clean, robust data pipelines (Python, SQL, AWS)
- Work cross-functionally with portfolio managers and execution teams
- Backtest ideas, calibrate risk, and get real-time feedback in a live trading environment
- A strong academic background (Master’s or PhD in STEM)
- 1–3 years’ quant research experience in a hedge fund, prop shop or elite lab
- Fluency in Python (Pandas, NumPy, scikit-learn); familiarity with C++ a plus
- Demonstrable experience converting noisy data into real alpha
- Direct access to decision-makers and low bureaucracy
- P&L-linked compensation and performance ownership
- Relocation to Miami or NYC support + hybrid flexibility
- Tech-first, research-led culture—zero red tape
Drop your resume and availability to chat next week. We’ll arrange a confidential intro call with the team.
This is a high-impact role at a stealthy but well-capitalized fund—ideal for someone ready to move fast, think independently, and see their work live in production.
