Job Description
Multi-strategy hedge fund in New York is seeking a Senior Quantitative Researcher to join their portfolio construction team.
Responsibilities encompass a range of tasks, including but not limited to:
- Design and implementation of quantitative frameworks for portfolio construction and stress testing
- Leverage cross-sectional regression and time series models along with principal component analysis to drive the integration of quantitative frameworks into the risk infrastructure.
- Liaise with investment teams and risk managers to analyze risk factors
Qualifications:
- Outstanding academics with a MS and/or PhD in stats, mathematics, material sciences, physics or related discipline
- 5+ years' experience in quantitative desk support, modeling, pricing, development or related function
- Knowledge of factor models is key
- Thoughtful communication and relationship-building skills with the ability to influence change at all levels
- Advanced technical skills with a strong preference for programming experience with Python