A quantitative hedge fund is looking to build out its Quantitative Research team heading into Q2. The fund currently manages more than $15B AUM and is an industry-leader in the systematic trading space. The Quantitative Research team is a collaborative team that reports directly to the Head of Quantitative Strategies. In this role, you will be covering various strategies including Non-Equity/Equity Stat Arb, Systematic Fundamental L/S, Managed Futures and Fundamental FICC.
In this role you will:
- Work closely with the Portfolio Management team to develop state of the art models to drive systematic portfolio construction and asset allocation
- Develop algorithms and models that will lead directly to trading decisions
- Conduct individual research on risk factor models across all asset classes
- Be accountable for the entire model evaluation process (factor selection/recognition, factor return estimation, covariance estimation)
- Evaluate and work with new data sources and analytics packages in developing investment strategies
- Develop and test new alpha factors and data sources
- Ph.D. preferred, Masters required in a highly-analytical or technical field (Math, Computer Science, Engineering, Statistics, Physics)
- Strong quantitative skills
- At least 3 years of experience in quantitative research in a trade-floor setting
- Strong knowledge of the equities market
- Experience in factor research and factor model development
- Experience working with machine learning techniques
- Candidates doing vendor quantitative research or product management are additionally encouraged to apply.