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Quantitative Researcher (Hedge Fund, Institutional branch) at ALT Fund. We are a prop-trading company that combines the agility of a startup with the resources of a high-performing fund. Our team is focused on developing cutting-edge strategies, and working with us means not just advancing technology, but also being part of a team where ideas are valued, professional growth is encouraged, and every member has the opportunity to unlock their full potential.. We are seeking a specialist with proven experience in Quantitative Research.. What You’ll Be Doing:. . Developing and testing investment hypotheses within the constraints of risk management.. . Building models for evaluation, decomposition, and forecasting of returns and risks across various asset classes (equities, rates, credit, commodities).. . Enhancing existing factor models and designing new alpha-beta / gamma-vega strategies.. . Participating in portfolio optimization processes, taking into account transaction costs, position constraints, and regulatory requirements.. . Performing attribution analysis, stress testing, performance decomposition, and preparing reports for the Investment Committee.. . Collaborating with the execution team to deploy models into production, including monitoring and managing model deviations.. . Experience:. 3–7 years of experience at multi-asset hedge funds, asset management firms, or in quantitative research at investment banks.. . Proven track record of implementing live trading strategies with a long-term Sharpe ratio > 1.5.. . Hands-on experience working with execution constraints, market impact models, and transaction cost modeling.. . Participation in institutional investment processes (e.g. investment committee meetings, risk management, compliance).. . Skills & Education:. . Deep knowledge of statistics and probability theory, including copulas, regime-switching models, etc.. . Experience building risk models (e.g. factor models, volatility forecasting, CVaR).. . Strong expertise in the alpha research pipeline — from idea generation to production deployment.. . Proficient in Python (Pandas, NumPy, SciPy, etc.); C++ or Rust is a strong plus.. . Understanding of portfolio optimization with both linear and nonlinear constraints.. . Experience working with alternative data in a structured due diligence framework.. . Master’s or PhD in a quantitative field (Physics, Mathematics, Computer Science, or related disciplines).. . Languages: Russian, English.. . Nice to have:. . Understanding of options pricing models, hedging.. . Experience with machine learning, deep learning, or reinforcement learning (ML/DL/RL) techniques.. . Strong communication skills, with the ability to explain complex technical ideas to both technical and non-technical stakeholders.. . Company Location: Estonia.