We are building a small new team within Equities business focused on portfolio construction and trading starting with risk management as the focus and a scope to grow further. This team has the unique advantage of directly impacting the firm’s performance outcome and in turn a better outcome for our investors as well.
In the role of a Quantitative Researcher, the employee will be responsible for the following:
- Research and improvements of the optimized hedge construction process
- Research and improvements of the optimal factor allocation
- Research and improvements of factors for portfolio hedging
- Assist in the portfolio management and trading of the equities risk management strategies
- Quick ad-hoc analysis and research to improve the decision making
- Support live trading and risk monitoring
QUALIFICATIONS & REQUIREMENTS:
In order to effectively perform in this position and represent the Company, the employee must display the following attributes:
- Good understanding of L/S Equity portfolio construction, portfolio optimization, portfolio simulation, equity risk models
- Prior experience in trading L/S equity / systematic equity research / equity risk management
- Good understanding of statistics, regression models, matrix algebra, quantitative analysis applied to finance
- Strong programming experience with Python and SQL
- Familiarity with options trading is a plus
- Working knowledge of Linux / windows servers, version control systems (e.g. git)
- Attention to detail – takes ownership of processes with a strong focus on quality and correctness
EDUCATION, TRAINING & EXPERIENCE:
- Graduate or undergraduate work in computer science, engineering, math, statistics, finance, computational finance, economics or other quantitative field is strongly desired
- 4+ years of experience in quant analyst / quant research / trading role
With respect to NY and CA based applicants, the starting base pay range for this role is between $150000 and $200000 annually. The actual base pay is dependent upon several factors, including, but not limited to, relevant experience, business needs and market demands. This role may also be eligible for bonus compensation and employee benefits.
