Our client, a leading global multi $ Bn hedge fund are now looking to hire a very talented quantitative researcher to join one of the most successful PM teams in the US.
This position is NY based, but suitable candidates based in CT, Chicago or Miami will also be considered.
Requirements:
- Ideally 5+ years of relevant hedge fund or investment banking experience in a quantitative trading, quantitative research or quantitative strategist seat.
- Experience running own strategies across equities & futures.
- Expert level Python, using it on a daily basis and having the ability to productionize code.
- MS / PhD in comp science, math, engineering, statistics or related field.
- Excellent investment track record with proven ability to work in a collaborative team environment.
- Expertise in alpha research, portfolio construction, optimization, risk management, and trade execution.
- Ability to deploy and manage a strategy from inception.
- Recent track record, generating >$10m P&L with a Sharpe of 1.5 is also desirable.
This is a chance to join one of world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, to include strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.
Please get in touch or send your resume to:
ebunyan@paragonexecutive.com to discuss further.
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