An elite multi strat fund is building out the Quant Research team covering global equity L/S risk analytics and portfolio construction in NYC.
This team sits in a unique position within the fund focusing on risk-aware portfolio construction and model development. Most important is the research aspect required to develop and implement new risk factors to the existing model library, design and analyze macro scenarios, and collaborate with front office teams to optimize hedge strategies.
The group covers fundamental and quant/systematic equity L/S, so efforts will contribute to overall fund performance within the entire equity business. Ideally looking for candidates to bring a fresh perspective to the team, this fund is open to anyone with equity, fixed income, or multi-asset factor modelling experience and a unique view on global markets.
- Minimum 5 years of experience; ideal candidates will have 15+ years at hedge funds, asset managers, and/or prop shops
- Advanced degree in Economics, Physics, Statistics, or a similar quantitative discipline; PhD strongly preferred and Master's required
- Expertise coding in Python and/or C++
- Strong knowledge of macroeconomics and scenario design, deep experience with US and/or Global equities markets
- Investment/Trading experience preferred but not required