A top tier US-based Hedge Fund is looking to add a Researcher to their Risk and Quantitative Research team covering cross-asset portfolios. The fund is top five in terms of total assets under management, and deploy complex systematic strategies with the goal of maximizing risk adjusted returns.
You will be joining a front office team that is highly quantitative in nature, and accountable for researching ways to improve risk-aware portfolio construction, risk model development and implementation, risk sensitivity research, and more. This position will report to the Head of Portfolio Research, and they are looking to speak with candidates with 3-6 years of experience, strong coding skills in Python, strong interest in the financial markets, and derivatives exposure.
- Research, develop, and implement various models including risk models and factor models
- Participate in various collaborative research projects to improve the firm's risk-aware portfolio construction and asset allocation process
- Work closely with the portfolio managers and help them understand their specific risk drivers
- Partner with Risk, Investment Teams, Operations, and Business Managers to ensure accurate application of the firm's quantitative risk framework into day to day workflows
- Work on ad-hoc projects pertaining to tail risk measurement, optimization, and portfolio analysis
- 3-8 years of experience in quantitative research or analysis
- Strong understanding of equities and equity derivatives
- Excellent programming skills in Python
- Ability to communicate effectively with investment teams