Senior Quant Researcher - hedge fund Job at hedge fund, New York, NY

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  • hedge fund
  • New York, NY

Job Description

Multi-strategy hedge fund in New York is seeking a Senior Quantitative Researcher to join their portfolio construction team.

Responsibilities encompass a range of tasks, including but not limited to:

  • Design and implementation of quantitative frameworks for portfolio construction and stress testing
  • Leverage cross-sectional regression and time series models along with principal component analysis to drive the integration of quantitative frameworks into the risk infrastructure.
  • Liaise with investment teams and risk managers to analyze risk factors

Qualifications:

  • Outstanding academics with a MS and/or PhD in stats, mathematics, material sciences, physics or related discipline
  • 5+ years' experience in quantitative desk support, modeling, pricing, development or related function
  • Knowledge of factor models is key
  • Thoughtful communication and relationship-building skills with the ability to influence change at all levels
  • Advanced technical skills with a strong preference for programming experience with Python

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