Credit Quantitative Researcher Hedge Fund | Paragon Alpha

Credit Quantitative Researcher

Permanent

Research

New York

Our client, one of the world's leading hedge funds, are now seeking a talented Quantitative Researcher to join an established investment team that specializes in systematic strategies for credit derivatives and corporate bonds.

Principal Consultant

Elaine Bunyan

ebunyan@paragonexecutive.com

Responsibilities:

The selected candidate will undertake a variety of tasks based on their expertise and the team's current priorities, including:

 

Qualifications:

    • Systematic Alpha Research:
    • Development and evaluation of financial models and backtesting methodologies.
    • Conducting statistical and data analyses.
    • Portfolio Construction:
    • Researching transaction cost models and portfolio optimization techniques.
    • Day-to-Day Investment Operations:
    • Implementing research findings into production.
    • Creating automated reports and alerts, investigating data issues, and enhancing investment processes.
    • Performing P&L attribution.

     

    Additional Preferences (Desirable, not Required):

      • Education: Advanced degree in a quantitative field such as Statistics, Mathematics, Physics, Materials Science, Engineering, Economics, Finance, etc. Preference for a Ph.D., but a Bachelor’s or Master’s degree with relevant industry experience is acceptable.
      • Programming Skills: Strong coding abilities in one of the following languages: Python, R, MatLab, Mathematica, or similar. Proficiency in python is required.
      • Analytical Skills: Demonstrated ability to think critically and independently, evidenced by a track record of projects or publications. Expertise in one or more of the following areas is essential:
      • Statistical learning/machine learning
      • Data science
      • Linear algebra
      • Time series analysis
      • Covariance estimation, factor models, and random matrix theory
      • Data visualization
      • Optimization techniques, including mean-variance optimization and modern portfolio theory
      • Market Interest: A strong interest in financial markets is crucial.
        • Experience in credit markets is a plus but not mandatory.
        • Quantitative investing experience is highly valued, though not required for highly motivated candidates who show a keen interest and the ability to learn independently.
back TO JOBS

Share

Similar Jobs:

Equity Quant Researcher

Added

04/06/2024

Permanent

Research

London, New York, Hong Kong

Our client is actively seeking a Quant Researcher with experience and expertise in the systematic equities space. This is an opportunity to work alongside a highly profitable and a...

Commodity Futures Quant Researcher (Power and Gas)

Added

03/06/2024

Permanent

Research, Trading

New York

Our client, one of the world's leading global multi strat hedge funds are now seeking a Quantitative Researcher as part of a small, collaborative team based in Paris, with a focus ...