Description
A global investment management firm is now seeking to hire a Junior Quant Researcher for their New York office. The team is focused on researching, developing and implementing internal Alpha Capture strategies. This is an exciting opportunity for a Junior Quantitative Researcher to develop strategies based on a unique set of internal alphas.
 

CONTRACT opportunity with the potential to extend based on impact, efficiency and performance; flex-hours

 
Role Description:
  • The team is structured as a multi-manager internal alpha capture fund leveraging a common research, development and execution platform
  • Alphas are sourced from a global team of value oriented PM’s as well as existing quantitative and factor models developed by other groups in the global business
  • Role would report directly under experienced Portfolio Manager
 
General Requirements:
  • PHD/Masters in a Quantitative subject (maths, stats, engineering, Computer Science or equivalent) 
  • Strong Quantitative/Statistical skills and independent research experience
  • Advanced programming experience scripting in Python (this is a tech-heavy quant role)

Preferred Requirements
  • Buy-side (equities) experience preferred, ideally gained in a stat arb or alpha capture oriented environment
  • Understanding of equities portfolio construction, risk/return attribution, transaction cost analysis, and portfolio research, coupled with ability to view and react to live portfolios
  • Strong software engineering background will also be considered, in lieu of buy-side experience
  • Experience working with Machine Learning models

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