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.
