Quantitative Researcher - New York, United States - Selby Jennings

Description

Partnered with a leading Multi Manager Hedge Fund seeking a quantitative professional to join their team in a research role. The position involves managing strategic aspects of the quant business, interacting with portfolio managers, and understanding performance and risk profiles.

The ideal candidate should have 2-5 years of experience, strong communication skills, and a background in quantitative work. While not focused on generating alpha directly, the role involves improving team effectiveness and managing strategies. The company aims to bring someone on board quickly, prioritizing candidates with a quantitative background and management experience.

Qualifications:

2-5 years of experience

strong communication skills

Understand performance risk profiles and what resources that need to be successful

Understand all of the strategic components of running a Quant business

Experience in internal factor libraries for equity selection

Experience implementing backtesting and portfolio re-balancing strategies in Python

Experience doing factor research, portfolio construction, and performance analysis