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Our client is a leading hedge-fund with a 20+ year track record and expertise in systematic equities covering statistical arbitrage, long/short event driven and index arbitrage. The firm has offices in New York, Hong Kong and London. We are seeking a 'senior quantitative researcher' or 'systematic portfolio manager' to join the New York office. The position report into the head of mid frequency equity trading and will involve a combination of quantitative research, trading and risk management within a diversified team. The culture of the team is to work independently with respect to managing books, but to collaborate on research and idea generation. It is a mature and well established team drawn from physics, engineering and mathematical disciplines. 

Responsibilities:

• Alpha research, back testing and simulation, portfolio construction and portfolio optimization. 
• Trading, managing risk, drawdown control. 
• Collaboration with colleagues. 

Ideal candidate:

• 5+ years’ experience managing risk and conducting quantitative research in a market neutral hedge fund or family office. 
• Expertise in systematic trading, ideally short term stat-arb, mid frequency multifactor long/short or systematic event driven long/short. 
• Experience managing $100m-$500m in GMV.

Target Portfolio: 

• Daily Portfolio Turnover 10-20%, 
• Volatility 4-6%, 
• Production Net Sharpe 2+, 
• Annualized Return: >8-12% Mathematical 

Skills and attributes: 

• Math: Probability, Econometrics, Statistics, Machine Learning.
• Research: Forecasting Stocks and Index Futures, Optimization and Simulation.
• Portfolio Management: Portfolio Construction, Drawdown Control and Attribution Analytics.
• Technical: R, Matlab, Python, Amazon Web Services.

Personality: 

• Detail oriented, analytical, pragmatic, disciplined, model oriented, strong in areas such as game theory and optimal betting. 

If you would like to be considered for the position of Senior Quantitative Researcher, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team.