Partnered with a leading Multi Manager Hedge Fund seeking a quantitative professional to join their team in a research role. The position involves managing strategic aspects of the quant business, interacting with portfolio managers, and understanding performance and risk profiles.
The ideal candidate should have 2-5 years of experience, strong communication skills, and a background in quantitative work. While not focused on generating alpha directly, the role involves improving team effectiveness and managing strategies. The company aims to bring someone on board quickly, prioritizing candidates with a quantitative background and management experience.
Qualifications:
- 2-5 years of experience
- strong communication skills
- Understand performance risk profiles and what resources that need to be successful
- Understand all of the strategic components of running a Quant business
- Experience in internal factor libraries for equity selection
- Experience implementing backtesting and portfolio re-balancing strategies in Python
- Experience doing factor research, portfolio construction, and performance analysis
