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Sr. Quantitative Researcher - Portfolio Construction & Optimization

Non communiqué New York, États-Unis
Mise en ligne il y a 27 jours Au bureau CDI $500k - $1000k
A top-performing hedge fund in NYC is looking to add expert-level Portfolio Construction & Optimization quants to its growing team.



  • ​Apply statistical methods & to solve complex problems
  • Collaborate with PMs to assess equity portfolio risks, and help develop frameworks to mitigate risks
  • Engage with research & engineering teams to help implement analytics into production
  • Build risk models (from scratch) for both systematic and fundamental portfolios


  • 7 - 15 years of experience in a hands-on quantitative research capacity
  • Bachelors, Masters, or PhD in a technical field
  • Exceptional mathematical and/or statistical modeling experience
  • Market microstructure analysis experience
  • High-level coding experience in Python
  • Strong interest in economics & interest in collaborating with PMs

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