Description

Multi-Strategy hedge fund is seeking a Quantitative Research Analyst to join our Quantitative Strategies team. The analyst will research and develop ways to improve our current portfolio construction process. The analyst will also maximize performance and competitiveness by utilizing advanced methods in quantitative analysis, risk management and portfolio optimization.

Responsibilities

• Research and develop portfolio construction and optimization methods to maximize performance while controlling risk, drawdowns and trading cost
• Follow robust research and development procedures to reduce differences between simulated and actual performance
• Work collaboratively in a research team environment, using common development tools to facilitate robust implementation of research as well as production versions of trading systems
• Interact with other departments – technology, operations, trading, marketing, and accounting - to ensure current and proposed ideas are implemented, monitored and executed efficiently and accurately
• Regularly present findings and ideas to management and investment committee
• Complete other projects as requested by senior management