An experienced portfolio manager recently joined a globally leading, $12bn AUM hedge fund, based here in New York City.
They are seeking a talented quantitative researcher to help build critical trading models and alpha signals. The role will be under the supervision of this existing portfolio manager in the fund and will be integral to increase both the breadth and depth of existing signals, as well as expanding into new signals/new markets.
Requirements:
- Prior research experience in an academic/industry setting involving computations/numerical analysis/computing/pattern recognition
- Ability to implement an hypothesis or idea into code
- Understanding of classical statistics, Bayesian statistics, optimization, numerical methods, data science
- Some familiarity with scientific methods and backtesting, strongly preferred
- Strong analytical and problem-solving skills, with the ability to process and interpret complex data
- Finance/economics background not required
Qualifications:
- Graduate degree at the Master's/PhD level in a quantitative discipline
- 3 years of full time post graduation experience in quantitative finance
- Familiarity with Python, C/C++, Java, Solidity, SQL
- Alternative datasets such as consumer data (Experian, Dun and Bradstreet), commodities/weather related datasets, news/NLP sentiment, Satellite data
- Strong analytical skills, articulate, detail-oriented, curiosity to learn
