Sr. Quantitative Researcher - Portfolio Construction & Optimization
Non communiqué New York, États-UnisA top-performing hedge fund in NYC is looking to add expert-level Portfolio Construction & Optimization quants to its growing team.
Responsibilities:
- 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
Requirements:
- 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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