- 2+ years in an alpha generating position at a hedge fund or prop trading firm
- Advanced degree in a quantitative field
- Strong proficiency in Python
Quantitative Researcher - New York, United States - Selby Jennings
Description
A NY-based hedge fund has a large mandate to further scale their collaborative Quant Futures group.
They are looking to hire multiple experienced Quant Researchers to contribute to the entire life-cycle of the investment process. They have expressed particular interest in QRs with experience in alpha generation, portfolio optimization, and portfolio construction as the group increases their capital allocation.
This group operates with a broad mandate, looking to add signals ranging from intraday to weekly holding periods with particular interest to signals that hold cross-asset relevancy. This is a perfect opportunity for those who desire daily collaboration with Senior Researchers and risk takers in the industry and can provide an optimal path to Portfolio Management.
Requirements