A Portfolio Manager at a $45Bbn multi-strategy platform in New York is looking to add a quantitative researcher to their dynamic research team. This person should have expertise within systematic equity, specifically event driven strategies, and of particular interest is experience with merger arbitrage. This PM has been at the fund for 8 years and due to consistently positive returns, has a mandate to hire new members with alpha research and portfolio management experience.
This is a chance to directly impact performance and gain valuable mentorship from experienced quants in the industry.
Job Responsibilities (include, but not limited to the following):
- Idea generation for systematic equity signals
- Develop and refine merger arbitrage strategies
- Contribute to full portfolio management process including optimization and execution
Candidate profile
- 3+ years of experience working in quantitative equity research
- Knowledge of event driven and/or merger arbitrage strategies is highly desirable
- Proficient in Python programming
- Advanced degree in a computational field (Math, Physics, Computer Science, etc)
- Good communication and interpersonal skills
If you are interested in this position, apply now!
