Portfolio Research - Multi Asset Quant
A top multi-strategy hedge fund in New York is seeking an experienced quant developer, desk technologist, or risk quant for their centralized Portfolio Research team. The fund manages ~$60b in assets, running fundamental and quantitative strategies across equities, fixed income, bonds, commodities, etc.
The Portfolio Research team owns all performance analytics (Sharpe, Sortino, Drawdowns) for PMs across their platform. The ideal candidate will leverage AI/ML tools in-house to develop multi-asset class performance insights for the front office. This role will involve in-depth use of PM performance analytics to create content for the determination of PM regimes and previously unrealized performance insights.
In this position you will be responsible for:
- Development of multi-asset quant analytics used across all fund strategies in support of the front office
- Leverage existing pricing and risk analytics framework to create new insights for stakeholders and PMs
- Using AI and ML tools (like Pytorch/TensorFlow) to further enhance pricing, risk analysis, testing and implementation
- Taking performance analytics (Sharpe, Sortino, Drawdowns) and leveraging AI/ML tools you will build to generate new PM regime insights
- Create new performance visualization tools using AI and ML
Qualifications include:
- 2-6 years of experience in buy or sell side quant development, quant risk, or technologist (no front-end only techs)
- Quantitative degree in Comp Sci, Mathematics, Engineering, focus on AI/ML preferred
- Finance experience necessary
- Experience and firsthand knowledge of mathematical and statistical analysis tools: linear models, dimensionality reduction - Equity Factor Models, PCAs
- Strong communication skills to work with the front office
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