A global multi-strategy hedge fund is seeking a Cross-Asset Quantitative Researcher to develop and enhance models that drive investment decisions across equities, fixed income, FX, and commodities. This is a high-impact role for a researcher who thrives at the intersection of mathematics, markets, and machine learning —someone who doesn’t just build models, but shapes how capital is deployed. You’ll join a collaborative team of PMs, quants, and technologists who live and breathe data. The environment is meritocratic, fast-moving, and wired for scale—where good ideas get capital and results matter more than titles. What You’ll Do Research, design, and implement systematic alpha strategies across multiple asset classes and time horizons. Develop predictive models using advanced statistical, econometric, and ML techniques. Analyze market microstructure and cross-asset relationships to uncover relative-value and macro-driven opportunities. Collaborate with Portfolio Managers, Data...