Position: Quantitative Researcher - Equities Portfolio Management
Responsibilities:
Seeking a highly skilled and motivated Quantitative Researcher to play a crucial role in the development and application of tools and analytics for portfolio construction, risk management, and hedging of equities portfolios. The hire will provide solutions to Systematic PMs operating across the firm's multimanager systematic platform.
Key Responsibilities:
* Conduct in-depth analysis on research signals, portfolio construction, and optimization strategies, focusing on large and intricate equity portfolios.
* Evaluate and implement innovative computational techniques and statistical methods to enhance portfolio performance.
* Develop proprietary risk models tailored for equity L/S strategies.
* Build and refine models to assess profitability and risk management
* Apply advanced quantitative methods to solve complex problems and enhance the firm's competitive advantage.
* Interact with Portfolio Management, risk, and research teams to implement analytics in a production environment.
* Work closely with Portfolio Managers and Risk Managers to integrate risk metrics and methodologies seamlessly into the investment process.
Qualifications:
* Experience with Alpha signal generation, factor creation, optimization, and portfolio construction in a mid-frequency hedge fund environment
* Experience on a coverage team or similar function
* Advanced degree in a quantitative field (e.g., finance, mathematics, statistics, or related discipline).
* Proven experience in quantitative analysis, risk modeling, and portfolio optimization.
* Strong proficiency in computational techniques, statistical methods, and programming languages (e.g., Python, SQL).
* Excellent communication skills with the ability to collaborate effectively with cross-functional teams.
