Quantamental Equity Research- Hedge Fund NJ
Quantamental Equity Research- Hedge Fund NJ
A systematic hedge fund with a stellar track record seeks an experienced ‘quantamental’ equity analyst to join their portfolio management team. The team creates fully automated machine learning based predictive signals that are used to manage their funds in a short to medium term strategy.
The current need is for a researcher who has academic training in a highly quantitative discipline such as computer science, electrical engineering who has industry experience working as a quantitative equity researcher with experience and understanding of fundamental equities with knowledge of financial statements as well as experience developing stock selection models.
The team is comprised of the most well know portfolio managers in the industry. This role offers huge upside as a key hire within the team.
Requirements:
PhD Computer Science training is essential
In-depth knowledge of fundamental and quantitative equity research is essential
3-4 years experience in a quantitative equity function- hedge fund experience not necessary
Portfolio Manager bonus pool participation is offered to the right candidates
Please apply to apply.a33hoiza26@selbyjennings.aptrack.co.uk
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