Alpha Capture Researcher - Systematic Strategist - Fund

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Alexander Chapman
  • 21 Nov 17 2017-11-21

Leading investment bank looking to expand their in-house Quant group. Ideal candidate will have excellent experience in Alpha generation and systematic strategies.

Leading investment bank looking to expand their in-house Quant group. Ideal candidate will have excellent experience in Alpha generation and systematic strategies.

The Investment Manager seeks to achieve this objective by developing and running a variety of quantitative, systematic trading and investment strategies. Specifically, the Investment Manager’s personnel formulate hypotheses about the drivers of asset returns and apply a rigorous scientific approach to design, develop, implement and manage strategies around these hypotheses.

At a high level, the trading strategies can be classified as:

  • Systematic Strategies – These capitalize on opportunities that are identified through quantitative analysis of a wide array of historical data. Portfolios are optimized to balance Sharpe Ratio, return, and trading costs.
  • Market Liquidity Strategies – These react to real-time demand for securities by providing liquidity to offset such short-term demand. They use appropriate hedging instruments to offset risk and liquidate the combined risk exposures over a medium-term timeframe.

We Offer:

  • A researcher role with a leading investment bank to develop strategies using Alpha Capture programs.

 

  • Collect, clean, validate, and analyze large amounts Alpha Capture program data.  Assist in making tools and processes that will help the bank use Alpha Capture data in a systematic manner.

 

  • Utilize complex statistical and mathematical tools, probability theory, and optimization methods to balance risk/return tradeoff while incorporating risk control tools.

 

Essential

  • Experience using at least 1 Alpha Capture program
  • Prior experience of developing quantitative strategies and managing the risks of the portfolio
  • Strong work ethic, highly organized, detail‐oriented, and motivated to drive projects
  • Strong communication skills
  • Strong quantitative skills, prefer candidate with an advanced degree from a leading academic institution
  • Fluent in at least one statistical language, e.g. Matlab, R, SPlus
  • Strong communication skills

Desirable

  • Capable to work and perform under pressure in a fast‐paced environment
  • Intellectual curiosity