Our client is seeking an ambitious and gifted Junior Quantitative Researcher to join a New York-based pod. This role offers a unique opportunity to work with and learn from a profitable and seasoned Systematic Equities Portfolio Manager at a leading global hedge fund.
The successful candidate will have...
?1-3 years of Quantitative Research experience at a top buy-side or sell-side firm. The PM is also open to high caliber individuals with a PhD in a quantitative field E.g. Quantitative Finance, Financial Engineering, or Statistics.
? Systematic Equities experience is preferable.
?Advanced degree in a quantitative discipline from a high ranking University.
?Very strong Python skills.
? Up-to-date and deep understanding of financial markets.
?Ability to work in a fast-paced, professional environment.
If this sounds like you then please contact Emma La-Plain (emma@paragonalpha.com) for more information.
Share
Similar Jobs: