$2bn+ Hedge Fund (NYC)
Posted on 11/2/2017
New York based $2b Hedge Fund is adding automated stock selection to their equity platform. They are currently in the market to find three candidates who can create forward-looking, cross-sectional equity factor models. The role will involve synthesizing/analyzing and gathering of unstructured and alternative data for the platform. The firm is looking for creative quantitative analysts to develop equity factors and perform ad hoc analysis. Candidates can expect ownership of projects from day 1 and significant autonomy to execute on their own factor ideas. The ideal candidate will have some experience and opinions on factor models, experience evaluating, back-testing, and validating alpha signals, as well as an interest in traditional fundamental analysis.
- R, SQL, Python, or Matlab preferred
- Undergraduate degree in math, statistics, economics, or finance from top undergraduate university. Masters is a plus
- 2-7 years work experience in a similar role
- Familiarity with key concepts in empirical finance
Email Chris at: firstname.lastname@example.org