Quantamental Researcher

  • Market related
  • New York, NY, USA
  • Temporary, Full time
  • GQR Global Markets
  • 09 Aug 18

A leading multi-billion dollar hedge fund is building out a Quantamental Research team who will seek to blend quantitative research across fundamental & alternative data with fundamental analysis to create & enhance alpha signals.

A leading multi-billion dollar hedge fund is building out a Quantamental Research team who will seek to blend quantitative research across fundamental & alternative data with fundamental analysis to create & enhance alpha signals. 

 

Quantamental Researcher

As a Quantamental Researcher  you would be working with both Fundamental PM’s and Quant PM's to provide them with new alpha models, and enhance existing signals. This is a hands-on role responsible for also constructing  and optimising new portfolio models as well as creating a research agenda and back testing / researching alphas.

Core responsibilities will include

  • Work with fundamental & quant PM’s to help provide research
  • Research and evaluate both fundamental & alternative data
  • Main focus will be to research and create new alpha signals and enhance existing ones 
  • Additionally cover portfolio construction & optimisation
  • Develop trading hypotheses
  • Formulate creative and concrete solutions; and
  • Communicate ideas back to the team

Key Skills/Requirements

  • PhD or Master’s degree in a quantitative discipline
  • Solid statistical knowledge and familiarity with packages such as R or Matlab
  • Expertise in fundamental data sets
  • Experience of working with alternative data sets
  • Knowledge or experience of fundamental analysis would be a plus
  • Outstanding quantitative, analytical and problem solving skills
  • Machine learning expertise would be very welcome
  • A solid foundation in optimisation, probability and statistics
  • Practical approach to problem solving
  • Good communication skills
  • Detail oriented