The Asset Management Division of a Tier 1 Investment Bank here in NYC is looking for a strong Quant Researcher with a STEM background to join their Quantitative Investment Strategies team ($1.5 bbn AUM) working on Multi-Asset portfolio construction.
This dynamic trading and research environment is comprised of high caliber quants working on generating strategies across three different funds, portfolio construction, and alpha generation.
- Development and management of liquid alternative and factor based investing strategies
- Research on strategy implementation
- Develop tools for portfolio construction and research
- Alpha signal generation
- ***PhD required*** in a STEM subject
- Extensive Python experience
- Exposure to more than one asset class
- Machine learning experience is a plus