$300,000 - $500,000 total compensation

Quantitative Strategist/Researcher

New York City

Global Hedge Fund

We're working on behalf of a world leading hedge fund who are looking for a Quantitative Researcher to join a team working directly with portfolio managers on projects spanning portfolio construction, risk, hedging, and manager evaluation.

Our client are looking for researchers in the 1 – 5 year range who have worked at a large bank or asset manager who want to make the transition to a hedge fund. This is a fantastic opportunity for someone earlier in their career to learn from some of the brightest minds in industry at one of the highest performing funds in the world.

Requirements

• 1 years’ experience as an Quant Researcher, Analyst, or Strat in a leading finance company
• Strong communication and stakeholder management skills
• Experience coding in Python, R, or a similar language
• Prior experience working with Portfolio Managers or Traders would be ideal
• Strong educational background in math, statistics, economics, or computer science preferred