Quantitative Equities Alpha Researcher

  • Market related
  • New York, NY, USA
  • Permanent, Full time
  • GQR Global Markets
  • 13 Sep 17 2017-09-13

An equities quant researcher is required for a stat arb focused hedge fund in NYC.

A multi-billion dollar US based hedge fund is actively seeking a quantitative analyst with experience in alpha signal research across equities, in particular using statistical arbitrage methodology.

The main responsibility of this role is to conduct alpha research within global cash equities across medium frequency, with typical holding periods of 1 to 4 days. You will be expected to maintain current trading strategies as well as research and develop new quantitative investment ideas.

This is ideally suited to someone wanting to join a high regarded multi-billion dollar fund to continue alpha research with the long term aim of running their own models.

The Successful candidate will have the following:

  • 4 - 8 years Quantitative Investment experience
  • Fantastic Quant skills; analyse datasets, construct and optimise portfolios, stock selection, tactical asset allocation, TCA etc.
  • Strong programming skills; Statistical languages R & Python are required
  • Extensive equity knowledge
  • Willing and able to work well in a collaborative team.
  • PhD or highly regarded Masters

If you match the above criteria please do get in touch to discuss the opportunity further.