A top hedge fund in Manhattan is looking to bring in an Experienced Quantitative Researcher with a focus in US and Global Equities. You should possess advanced statistical and mathematical modeling skills, have a strong coding skillset (Python/C++) and exposure to large scale data analysis.
You will assist in building out areas of a new team that will be managing a substantial portfolio. The ideal candidate will be eager to take a risk taking role where you can work on end-to-end strategy production.
Job Responsibilities:
--Idea Generation
--Large Scale Data Analysis
--Alpha Generation, Backtesting and Implementation
--Assist in Improving Existing Alpha Signals
--Strong Communication and Collaboration Skills
Desired Candidates:
--Master's or PhD in STEM Field (Statistics, Physics, Mathematics, Computer Science, Engineering, ECT.)
--2+ Year's Experience In Relevant Role
--Experience With Alt Data or Machine Learning a Plus
--Highly Motivated and Detail Oriented
