This is an opportunity in a tier one hedge fund in NY to join as a researcher in a global team specializing in all aspects of quantitative research for equity trading strategies. It is a broad role that will cover equity investing, structuring of strategies, portfolio construction, and direct communication with portfolio managers.
Responsibilities:
- Portfolio construction and portfolio optimization for the equities book
- Conduct research to evaluate equity modelling and make decisions about risk
- Build and implement advanced quantitative models and tools to guide trading decisions
- Conduct rigorous backtesting and evaluation of trading strategies to assess their effectiveness and profitability across various market conditions
Qualifications:
- Master’s or Ph.D. in a quantitative field such as Mathematics, Physics, Computer Science, Financial Engineering, or Statistics
- Proven experience in quantitative research or algorithmic trading, with a focus on equities
- Strong proficiency in programming languages such as Python
A generous total compensation package is on offer with strong progression opportunities.