Hedge Fund Quant/Strategist

Leading Hedge Fund seeks a Quantitative Strategist.

Products of Focus: Equity indices, Credit indices, Rates, Commodities, and Currencies

Hedge Fund Financial Instrument – Quant Modeler/strategist

 

Will work closely with Senior Portfolio Manager, other modelers, and quantitative analysts to identify drivers and create financial instrument models in ~$1 billion hedge fund.  Work will focus on creating models with an emphasis on combining intuition and data driven analysis to influence investment decisions by the fund.

 

Strategist will be responsible for the following:

  • Model construction,
  • Statistical analysis,
  • Enhancement of data infrastructure,
  • Data sourcing and manipulation.

 

Requirements:

  • At least three years experience working as a buy-side fundamentally driven modeler of financial instruments at a hedge fund or asset/money manager.
  • Ability to translate macroeconomic knowledge into tangible models of equities, credit, rates, commodities, and currencies.
  • Strong verbal and written communication skills (ability to articulate macroeconomic identities to more senior members of the firm),
  • Strong background in academia but non-academic experience a must.
  • Demonstrable ability to problem solve,
  • Comfortable working independently under deadlines,
  • Strong quantitative and analytical skills,
  • Enjoy working in a team environment,
  • Strong interest in financial markets.

 

Candidates should hold an advanced degree in a quantitative discipline or international relations/politics. Background in math, computer science, economics, engineering, physics are a plus.

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