Our client is searching for an experienced quantitative researcher to work in their New York office. The role sits within the alternative strategies research group within the asset management division of a bank. The successful candidate will help to build quantitative equity strategies from the ground up.
Requirements:
- 6+ years of industry experience designing and implementing quantitative equity strategies.
- Experience in developing quant equity factor models, risk models and in portfolio construction (including optimization) and implementation.
- Experience with medium to long-term frequency signals.
- Alpha Research, Factor Modeling expertise.
- Ability to build quant equity strategies from the ground up.
- Experience with portfolio construction, optimization and risk management for quantitative equity portfolios.
- Expected return modeling, backtesting.
- Clear and Succinct communication style.
Desired:
- Experience working as a quantitative equity researcher from a leading asset manager.
- The ability to build quantitative equity research from the ground up.
- A planner with the ability to implement.
- CFA
Qualifications:
- Masters / PhD in a quantitative subject from a leading university.
