Job Location: New York, NY
A $3Bil Hedge Fund headquartered in New York City & Founded in 2015 is a multi-strategy hedge fund that is focused on relative value arbitrage strategies across asset classes. Their team is comprised of industry experts across research, trading, risk, analytics & compliance–with a strong infrastructure to support the top performing portfolio strategies & teams.
Quantitative Analyst working directly with portfolio managers modeling out and optimizing trading strategies to increase/enhance alpha opportunities within the portfolio groups simultaneously limiting risk & loss.
- Generate new research ideas based on thorough understanding of financial market insights or academic literature
- Research and improve trading signals which will be deployed across various strategies including equities, FX, Rates and Credit, Options & Vol strategies
- Proficiency in back-testing, simulation & statistical techniques (auto-regression, auto-correlation, PCA)
- Solid datamining & analytical skills including large amount of data/tick data
- Manage daily operations and monitoring of trading strategies
- Develop pricing and risk analytics tools
- Experience with Micromarket data structures
- Collaborate with quant, PM & risk teams to build and maintain the technology stack for the group including but not limited to data analytics, simulation and production
- 3-12 years relevant industry experience at top Investment Bank, Hedge Fund, Proprietary Trading Shop or Asset Manager from top tier university with a preference of a degree (advanced ie, PhD or MSc preferred) in Mathematics, Advanced Sciences, Computer Science or Electrical Engineering
- AI/ML, NLP, SOR
- Fluent in Python, R, C++, C#, Ruby, MATLAB, SQL
- Passion for solving complex problems and curiosity to proactively identify issues before the reach problem stage
- Collaborative intellectual with the ability to work solo to contribute to Firm’s greater P&L
- Cross asset experience including depth of knowledge in Derivatives
Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.
JOB ID: 11583
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