Our client is a top-tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. They are looking for Quantitative Researcher as part of a thriving, dynamic, collaborative team with a focus on systematic equities.
Principal Responsibilities
- Conduct alpha research and strategy development with a primary focus on: portfolio construction and optimization
- Develop mid-frequency strategies with a focus on systematic equities
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Collaborate with the PM in a transparent environment, engaging with the whole investment process
Preferred Technical Skillset
- Demonstrated experience programming in python
- Experience working on portfolio construction and portfolio optimization
- Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university
- Strong abstract reasoning and independent problem-solving skills
Preferred Experience
- A minimum of 2 years of experience working in a quantitative research capacity focusing on systematic equities
- Demonstrated experience with portfolio optimization and construction techniques
Highly Valued Relevant Experience
- Experience exploring, researching, and deploying trading signals from various sources of data
- Experience in quantitative finance, econometrics, and asset pricing
- Curious, ambitious, self-starter mindset who is excited in a collaborative work environment
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