An elite Multi Strat Hedge Fund is hiring an Equity Risk Researcher to join their team in New York.
This team covers portfolio construction, hedging and optimization, risk model development, and factor research for fundamental and quantitative equity investment teams. It is a broad mandate, but the overall mission of the group is to enhance the investment process and help the front office to gain an edge.
They are a highly quantitative team and this individual needs to be very hands on from a coding perspective. More importantly though is the collaboration between teams and innovation on the research side. An ideal candidate will help to drive the innovative culture at the firm and supporting overall fund performance.
Requirements:
- 5-15 years of experience (quant research, strats, risk factor modelling)
- Master's degree required, PhD strongly preferred
- Familiarity with equity risk factor models and factor research
- Hedge fund experience covering systematic equities and/or fundamental L/S strategies
- Production level Python coding
