Quant Researcher Quant Researcher …

Sartre Group
in New York, NY, United States
Permanent, Full time
Last application, 26 Jan 20
Competitive
Sartre Group
in New York, NY, United States
Permanent, Full time
Last application, 26 Jan 20
Competitive
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.

Role:

  • 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​

Requirements:

  • 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 
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