Cross Asset Quant Researcher | $11BN AUM Hedge Fund | NYC
A global top hedge fund with AUM of $11BN based in New York is looking for several Quant Researchers to join their dynamic cross asset alpha research team. The firm is looking to capitalize on recent performance after having record profits over each of the last 3 years.
This role provides an excellent career opportunity for anyone from a quant strat, desk quant, QD or even strong data scientist; to move forward and apply their product exposure and technical skills into an alpha generating seat. This firm offers the ideal scenario for anyone who is looking for a new challenging role that will provide dynamic exposure within a collaborative team environment. From day one this roe will enable direct exposure to traders, other QRs and even senior PMs within one of the most successful and prestigious environments on Wall Street.
Responsibilities will include:
- Developing a deep understanding of existing alpha QR frameworks and research
- Work with market data to expand and implement portfolio construction logic, risk metrics and alpha signals to help generate and model ideal portfolios
- Communicate your understanding and investment assessments to a diverse group of internal and external stakeholders including senior traders, QRs, PMs and the CIO office
- Daily interactions with senior strategy and decision makers
Ideal candidates should possess:
- Master's or PhD degree from a prestigious academic institution covering a quantitative domain (Physics, Math, Comp Sci, Financial Engineering)
- Proficiency in Python and one of Java, C++ or KDB/q
- 2+ years of experience working as a Quant Strat, QD or QR
- Exceptional problem solving and analytical skills, with experience working on outside the box problems
- A desire to further understand and capitalize on opportunities within global markets and economies
- Drive to succeed and see results
If there is an interest, please click the APPLY NOW button below.
