A leading asset management firm are looking to add an equity quant researcher to their team in New York. You will be working as part of the Quantitative Strategies group who run several systematic equity funds and will be fully responsible for researching and evaluating several strategies for one of the leading quantitative equity funds. The firm are highly successful and have a long standing track record within quantitative equity investing.
Within this position you will be:-
- Developing and implementing equity systematic stock selection strategies
- Building systematic trading platforms in Python
- Back-testing infrastructure for daily as well as intraday simulations involving execution modelling.
- Building portfolio optimization frameworks
- Creating factor risk models used for back testing and live monitoring
- Have experience Working on the buy side
- Have experience within factor model construction, dynamic factor rotation, optimization and risk modelling.
- Be fully approved to work in the US.
- Have a PHD/MSC in a quantitative capacity from a leading school.
- Have excellent statistical modelling skills.
This is an excellent opportunity to join a world renowned team, working on one of the most advanced platforms. The team is small but experienced therefore you will receive lots of exposure.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org
Interviews have already begun to take place.