Data Scientist - Alternative Data - Long/Short Hedge Fund

New York

Our client, a multibillion AUM Equity Long/Short Hedge Fund, is currently seeking a Data Scientist to join a growing Quantitative Research and Data Science team in New York City (we also have similar openings in San Francisco and Florida).

The fund was launched by alumni of one of the world's most prestigious hedge funds, and described as the US's "biggest hedge fund startup of the year" when it launched.

This is an opportunity to join one of the fastest growing multimanager platforms at a key stage in its growth, and build a successful career as a Quantitative Researcher.

Responsibilities include:

Working with Risk models
Portfolio Optimization and Construction
Factor research
Alpha signal generation & backtesting (e.g. from Alternative Data sources)
Transaction cost modelling
Performance attribution

About you

The ideal candidate will have 1-3 years' experience of Quantitative Research, Data Science, or Data Analytics in an Investment environment (Hedge Fund, Asset Manager, Investment Bank).

Strong preference for candidates with STEM qualifications (especially at postgrad level) from elite universities, and a proven understanding of applied data science, statistics, and financial engineering.

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