An elite Multi Strat Hedge Fund is hiring an Equity Risk Quant Researcher to join their team in New York.
This team covers portfolio construction, hedging and optimization, risk factor model development, and factor research for fundamental equity investment teams. It is a broad mandate, but the overall mission of the group is to develop a quantitative framework for factor modelling and in-depth risk analysis.
They are a highly quantitative team and this individual needs to be very hands on from a coding perspective. More importantly though is the collaboration between teams and innovation on the research side. An ideal candidate will help to drive the innovative culture at the firm and supporting overall fund performance.
Requirements:
- 1-6 years of experience
- Master's in a quantitative discipline preferred
- Familiarity with equity risk factor models and factor research
- Hedge fund experience covering fundamental L/S strategies
- Strong ability in Python + SQL
- Previous experience developing, enhancing, or developing custom portfolio analytics to support L/S PMs
