Alpha Generating Quantitative Researcher focusing on medium frequency global cash Equities in New York for a multi-billion dollar hedge fund.
JOB DESCRIPTION
An Alpha generating Quant Researcher is required for a prestigious New York hedge fund. This is a multibillion dollar fund, with a global presence covering all asset classes in a multi-strat relative value function.
The successful candidate will be responsible for alpha research required for developing successful trading signals within global cash equities, across days to weeks’ time horizon/holding period. Previous experience generating alpha signals, portfolio construction and optimisation, conducting portfolio rebalancing, is required.
Requirements -
- Experience in researching on equity data ( e.g. company id mapping, daily returns, fundamental company database)
- Strong background in programming : R, SQL, python or perl, Unix/Linux, shell script
- Market QA database experience
- Equity factor risk model (Barra, Axioma)
Other optional experience -
- Portfolio theory, optimization.
- Experience in managing a quant portfolio
- Experience in algo execution
- C(++), JAVA
Depending on the background / programming skills, the experience level is variable, but is a must.
In terms of educational background, a Master degree would be ideal. But we are willing to talk to a researcher with comparable experience, or a PhD.
This is a fantastic opportunity to join a leading group in a quant research function, before moving on to a portfolio manager position.
Contact: Ben Harris on +44 (0) 203 141 8010
APPLY | systematic.americas@gqrgm.com
VISIT US | www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5025
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower, London, SE1 7SP | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
GQR Global Markets
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