Sr Quantitative Researcher/'Sub PM' (hedge fund)
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Sizable investment management firm (non-'platform' multi-strategy hedge fund) seeks Senior Quantitative Analyst/Researcher with experience developing systematic futures/systematic global macro mid-frequency strategies (intraday to week holding).
Mid/sr level quant researchers and quant traders/PMs considered.
You will join and actively collaborate with close-knit teams of quant researchers, technologists and partner/portfolio manager developing and implementing mid-frequency strategies.
Role's requirements include:
- MS/PhD in computational sciences, fin math or related.
- Hands-on in programming (Python).
- Strong modeling skills, 5+ yrs of practical experience in an investment management/buyside firm.
- Experience in strategies alpha research, integration/implementation of strategies.
- Must me a team player, strong communicator, multi-tasker
This is a great opportunity to work, contribute and learn at a renowned, world class,
though 'off the beaten path' successful and stable multi-billion $ fund.
High priority role, fund is ready to hire now or wait out a short/mid length non-compete.
Firm offers very competitive compensation and benefits package, great culture, career upside - path to Portfolio Management role
--- Please contact us for additional details and confidential consideration ---