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Equity Algo Quantitative Researcher

  • Job type: Permanent
  • Location: New York
  • Salary: front office bonus
  • Job reference: 290511/002_1560542632
  • Sector: Selby Jennings, Quantitative Finance
  • Date posted: 14/06/2019

Company Summary: An industry leading Asset Management firm in NYC is looking to bring on board various researchers with a proven track record to join the team with a focus on factor research for fundamental and long short equity. Your day to day will range from portfolio construction, factor hedging, portfolio optimization and generation of new factor models.

The Equity Algo Quant will be responsible for:

  • Build and automate portfolio construction/optimization for daily hedging
  • Conduct research using traditional and non-traditional data sources for the development of the equity factor models
  • Utilize market Impact models in order to explain the portfolio's PnL

The Equity Algo Quant should have the following qualifications:

  • PhD in quantitative field form a top university and above 3.5 GPA
  • Strong understanding of equity portfolio analysis, research, construction and optimization
  • Advanced training in mathematics, finance, economics and statistics, specifically 3+ working on statistical modeling
  • 3+ years experience in factor research and Factor Model Development

If you are interested in the Equity Algo Quant role, then please don't wait to apply and one of our consultants will reach out to discuss!

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