We are currently working with a top tier quantitative hedge fund. With discipline and focus, they analyze global markets with several strategies and are determined to continue to obtain market-leading investment returns for their clients. The firm is well-known for its cutting edge technology and its collaborative research environment which contributes to its global successes.
- Builds equity models that are used by multiple teams in daily hedging
- Responsible for the entire model evaluation process
- Factor research & factor model development
- Build & maintain your own platform to produce factors
- Conduct research in stress scenarios
- Ph.D./Masters required in Econ, Finance, Math, Statistics, Physics, CS, EE
- Strong CS fundamentals/experience
- Highly quantitative individual
- Previous experience in a quantitative role within trading and risk modeling- specifically equity research and model development.
- Experience with Matlab, R, C++, C and /or Perl