Quantitative Equity Analyst- New York- Hedge Fund
Quantitative Equity Analyst- New York- Hedge Fund
A leading Fund is looking for a quantitative analyst for the Global Equities Team. This comes after a period of sustained growth in line with their expansion plans for 2013.
You will be working directly with senior portfolio managers as well as the dedicated research team in order to improve and develop new research ideas.
The ideal level of hire is Associate.
Responsibilities:
Building risk models, optimization and portfolio construction tools for senior portfolio management
Portfolio strategy and ad hoc research on US equities
Working with research group on Stock Selection Models.
Assisting with Backtesting and Alpha Generation
Requirements:
At least three years experience working in quantitative equity research- ideally exposure to stock selection and multi factor modelling.
Experience developing risk models and optimization techniques
Experience with large data sets
Knowledge of Axioma, Barra, Northfield,
At least a Masters degree in a quantitative discipline.
This is an opportunity to establish yourself in a very reputable team with a strong track record in managing global equities where you will have exposure to some of the most experienced portfolio managers and researchers in the industry.
This is hire is active and interviews are currently taking place. Early application is desirable as response has been high. Please submit your CV to apply.a33hoiz11u@selbyjennings.aptrack.co.uk in Word Format only.
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