Global hedge fund seeks an experienced Quantitative Researcher to join their growing Macro Strategies group.
The successful candidate will join a high performance group of talented Quants with responsibility for the development of a range of analytical tools to drive portfolio optimization, back-testing, risk-testing and stress-testing. In addition to the varied analytical aspects of the role, the Quant Researcher will also continually develop strong relationships with internal PM's/Trading, other Quant and Technology groups.
The successful candidate will bring the following:
- 5+ years' experience in quantitative modelling, or related function
- Minimum of an advanced degree (Master's and/or PhD) in computer science, engineering, math, science or statistics from a top-tier university;
- Professional certification, ie: CFA strongly preferred;
- Deep understanding of the pricing and risk mechanics of Equity / Equity Derivative products (ETF, Futures, Index, Options, Single Stock, Volatility);
- Strong attention to detail;
- Outstanding communication and relationship-building skills;
- This is a highly technical role and requires an advanced technical toolkit. Programming experience (ie: C++, Perl, Python, Ruby) is a strong plus.
For a more detailed discussion in confidence, please apply with your resume.