Quantitative Researcher / Market Risk Factor
World Class hedge fund, headquartered in New York City, is seeking a Quantitative Researcher for their Portfolio Analytics and Risk Group. This role involves developing and enhancing multi-factor models as part of their risk attribution and portfolio optimization process. The incumbent will work on lifecycle of model development, as well as working closely with portfolio managers and researchers within the company, as well as on a market-related or systematic standpoint, the risk and return sources in fund equity attribution model.
The ideal applicant will have the following skills and experience:
- PhD/MS degree in Statistics, Finance, Mathematics or another quantitative field
- At least 3 years of statistics/econometrics modeling experiences
- At least 3 years of developing multi-factor models for quantitative portfolio management (equity space)
- Strong analytical and problem solving skills
- Strong experiences working with large data sets
- Experience with C++, Java, Perl, R, or another well-known modeling language
- A good empirical research mindset and a focus on practical results
Qualified candidates should have experience using one of the following software Barra, Axioma, Northfield, Bloomberg or another production multi-factor model. Applicant must be self-motivated and have effective communication and presentation skills. Additionally, candidate must have excellent interpersonal and communications skills and must be a team player. If you feel you are the right candidate and motivated to work in an enthusiastic environment, please submit your resume in word format at: dinka@martingaleinternational.com
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