A multi-billion $ AuM Systematic Hedge Fund are looking to fill a senior role in its Equity Quant Strategies Group
The Equity Quant Strategies Group oversees a portfolio of external hedge funds and develops proprietary absolute return strategies. In addition, the group is developing capabilities for quantitative, factor-based evaluation of external managers and optimal capital allocation across external hedge funds, internal strategies, and equities strategies.
RESPONSIBILITIES
- Develop and continuously improve equity trading strategies
- Back test and implement trading models and signals in a live trading environment
- Use unique data sources to drive innovation
- Conduct statistical analysis to research and refine trading signals
REQUIREMENTS
- 3+ years' experience
- Advanced training in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
- Strong knowledge of machine learning, time-series analysis, pattern recognition, or NLP
- Background working in a data driven research environment
- Experience with analytical packages (e.g. Matlab, Python, R)
