Portfolio Construction - Hedge Fund
Edgrp
Apply to this job New York, NY Until 8/21/2026 First posted March 22, 2025 Last posted March 22, 2025
Job description
Major hedge fund looking for Quantitative Researchers to develop and test highly automated quant trading strategies using sophisticated quantitative/statistical techniques for strategies ranging from Equity/Non-Equity Statistical Arbitrage, Systematic Fundamental L/S, Systematic CTA/Managed Futures and Fundamental FICC.
Key Responsibilities
• Conceptualize valuation strategies, develop and continuously improve upon mathematical models and help translate algorithms into code
• Work closely with traders to interpret valuations and develop next generation models and analytics
• Develop core algorithms and models leading directly to trading decisions
• Evaluate financial data vendors; evaluate and work with new data sources and analytics packages in developing investment strategies
• Provide high level technical and investment analytics support to the trade desks
• Conduct research and statistical analyses about securities and commodities
Skillset Requirements
• Ph.D. in Statistics or equivalent experience in Computer Science, Mathematics, IEOR, Finance, Accounting, Economics, or a related field
• Demonstrated ability to complete high level, investment related research
• Prior experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems
• Strong analytical skills; experience working with and analyzing large datasets
• Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) preferred
• Proficiency in coding, with experience using statistical packages (e.g. R, Matlab)
• Exposure to scripting (e.g. Python, Perl); C/C++ a plus but not required
Depending on the role, additional qualifications may include
• Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies, macroeconomic analysis and market micro-structure
• Prior experience with equities, convertible arbitrage, fixed income and/or commodities
• Understanding of the modeling of risk and dynamics of linear and non-linear financial products
• Strong understanding of international accounting rules and familiarity with global market structure
• Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management
About this role
Summary
Develop and test automated quant trading strategies using statistical techniques.
Job title
Portfolio Construction - Hedge Fund
Experience level
Ph.D. or equivalent experience
Industry
finance
Location requirements
New York, NY; remote work not allowed
Salary
Not specified
Management role
No
Skills & keywords
Required skills
Ph.D.investment researchquantitativeanalytical skillsstatistical modelingcodingRMatlabPythonPerl
Preferred skills
investmentsderivativesasset pricingmacroeconomic analysismarket micro-structureequitiesfixed incomeportfolio construction
Specializations
quantitativetradinganalyticsfinancial modelingdata analysis
Locations
Structured locations inferred from the posting.
New York, NY, USA
On-site City
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