Our client, a leading and very well regarded global multi strat hedge fund are currently seeking a quantitative researcher (experience with equities) to work in a new pod with an experienced PM with exposure to the full investment life cycle from idea generation, modelling, portfolio construction and risk management.
The team is focused on trading global equities mid-frequency long/short and statistical arbitrage strategies.
Requirements:
? Master’s or PhD degree in a quantitative subject such as Econometrics, Computer Science, Applied Mathematics, Statistics, Physics, etc.
? 1-3 years of relevant work experience
? Experience with independent research utilizing big datasets
? Python proficiency
? Attention to detail skills
? Excellent analytical and problem-solving skills
? Strong communication skills
? Strong economic intuition and critical thinking skills
? Team player
? Interested in Machine Learning
? Interested in optimization, including convex optimization
To discuss this unique opportunity further, please contact:
Elaine Bunyan
ebunyan@paragonexecutive.com
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