What are the responsibilities and job description for the Quant Research - Hedge Fund position at Saragossa?
Your growth, impact, and well-being are paramount here.
This firm has cultivated a reputation for excellence, propelled by its world-class researchers, developers, and investment professionals. Here, you'll have the opportunity to shape your career alongside some of the industry's sharpest minds, leveraging sophisticated analytical tools, pioneering methodologies, and a culture deeply rooted in innovation and collaboration.
In this role, you’ll design and refine proprietary models that drive portfolio construction, risk management, and hedging for intricate equity portfolios. You’ll be empowered to tackle high-impact investment challenges, explore novel datasets, and push the frontiers of quantitative research within a dynamic and entrepreneurial setting.
The ideal candidate will possess a strong foundation in quantitative modeling, a passion for solving complex investment problems, and a proven ability to work with large datasets. Experience with equity factor models, statistical modeling, or alpha research will distinguish you. A Ph.D. in a quantitative discipline is strongly preferred, and prior experience in a hedge fund or proprietary trading environment is essential.
The base salary range for this role is $175K–$250K, with additional compensation and benefits elevating your total package to industry-leading levels.
No need for an up-to-date resume—let’s start the conversation.
Salary : $175,000 - $250,000
