Leading hedge fund seeks talented junior Quantitative Researcher to join their NY-based team.
In this role, and working alongside a team of experienced Quants, the Quantitative Researcher will focus on a variety of tasks, including:
-Collaborate with engineering, research in ownership of models and provision of insights to trading desks;
-Develop and research portfolio construction and optimization methods;
-Design and implementation of quantitative frameworks for portfolio risk and stress testing;
-Develop and refine models for margin measurement, pricing and risk across a broad range of products;
-Deliver scenario analysis, explaining model behavior and identifying risks;
-Liaise with investment teams and desk risk managers to analyze risk factors;
-Develop quantitative tools to analyze and evaluate risk and liquidity in conjunction with engineering;
-Work on a slate of strategic and tactical projects with a focus on delivery of the firm's automation agenda.
The successful candidate:
-2-5 years' experience in a quantitative analyst, developer or research role in a bank, fund or trading firm;
-Cross-asset knowledge in Credit, Currencies, Derivatives, Equities and/or Fixed Income all welcome. Experience in Collateral Management, Liquidity Management, Margin, Portfolio Finance, Prime Brokerage, Risk Management and/or Treasury a plus;
-A highly collaborative and intellectually rigorous thinker with a detail-oriented approach;
-Intellectual horsepower with high potential and bandwidth to assimilate new concepts and ideas rapidly;
-Outstanding written and verbal communication skills;
-Educated to Masters level at a leading school with a focus on economics, engineering, finance, mathematics, quantitative or statistics coursework;
-Advanced analytical and quantitative skill set to include knowledge of calculus, linear regression, math, optimization, probability, statistics and time series analysis;
-Technical toolkit to include advanced skills in Matlab, Python, R and Stata.
A highly competitive compensation package is on offer, including base salary range $200,000-$250,000 per year plus a performance-linked bonus.
For a conversation in confidence, please apply with your resume.
