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AVP / VP / Director level Quant Strat

150,000 - 300,000 USD
Charlie Palfreman
Apply2019-10-18 12:06:092019-11-13Henlow

AVP / VP / Director level Quant Strat

Date posted: October 18, 2019
150,000 - 300,000 USD
New York, USA,Chicago, USA
Permanent
Job description

AVP / VP / Director level Quant Strat

To join the fundamental long short equity business and work with the PMs and the Quants to build metrics and understand their portfolios and processes.

Projects include; conducting statistical research and development of the Alpha, building analytical tools and supporting the strategy development that directly impact the business.

Strong C++ / Python and financial mathematics required, and a focus on the practical delivery of working products to the business in a timely manner.

Statistical Arbitrage business knowledge is preferred.

Experience:

The ideal candidate would have experience as a Front Office Equity Quant/QD working with traders and PMs to develop, tools and models for the StatArb business. Experience implementing strategies, developing factor models, portfolio construction, trade cost analysis and conducting market impact analysis. 

Strong quant modelling, knowledge of equity models

Strong financial mathematics skills.

Strong C++ and programming experience

“Commercial” – practical understanding of business needs/priorities

EQ / Likeability

Highly analytical, meticulous

Organized, process-oriented problem-solving

Responsibilities:

Conducting Statistical research

Developing pricing tools and frameworks for the PMs

Developing factor models

portfolio construction

trade cost analysis

Conducting market impact analysis. 

Academic Background:

Financial MSc or PhD in a computer science or Mathematics

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Our client is a tier 1 hedge fund

Reference: HenlowUSAEQS

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