$8bn+ Hedge Fund (NYC)
Posted on 9/5/2017
A New York based multi-billion dollar hedge fund is looking to expand their quantitative research effort. The group currently consists of a small group of quantamental individuals that have built a systematic infrastructure for a fundamental equities business from scratch. They provide alpha signal research, portfolio construction/optimization, risk management to the fundamental business and run a systematic portfolio for themselves. Candidates can expect ownership of projects from day 1 and significant autonomy to execute their own ideas in alternative/unstructured data and in traditional quantitative research.
Required:
- R programming experience (Experience with Python ok if willing to learn R)
- SQL (any flavor)
- Undergraduate degree in math, statistics, economics, or finance from top undergrad
- 0-6 years work experience in a similar role
- Knowledge and interest in equity research and/or fundamental investing a plus
Email Chris at: cwesterlind@optionsgroup.com