A $25B+ AUM Multi-Strat Hedge Fund in NYC is hiring a Portfolio Researcher to cover Equities.
This is a cross-functional position that will be working very closely with PMs and Traders in the front office while collaborating with Risk, Quants, and other teams, and this individual will report directly to the Head of Portfolio Research at the firm.
You'll be looking at performance attribution and portfolio performance, developing optimization toolkits, identifying risk factors and implementing risk factor models, and identifying tail risks and liquidity risk across several portfolios. Overall, this is a very hands on role that will be instrumental in developing the quantitative framework for the Equities business.
- Work directly with the front office to deliver portfolio analytics and assessments across equity portfolios
- Perform equity research to identify trade signals, market moves, and inherent market and investment risk
- Support several teams and conduct deep dives and longer form equity research projects
- Contribute to risk factor selection and implement risk factor models
- Develop and implement quantitative frameworks covering equities strategies
- 3+ years of quantitative equity risk modelling experience
- Master's Degree required, PhD preferred (Quantitative Finance, Financial Mathematics, Financial Engineering, or similar field)
- Strong coding and programming skills in Python, R, or C++, and SQL
- Strong written and verbal communication skills