Quantitative equity researcher – Systematic strategies – Hedge Fund – New York

Job Details

A leading equity quant research team is currently looking to add an associate level researcher to their team in New York. You will be responsible for alpha strategy development & modeling as well as portfolio construction.
In order to apply you should have familiarity with quantitative research (stock selection, cross-asset quantitative strategies, portfolio optimization, alpha modeling) and strong programming skills (Matlab, R, C++, SQL).
Your responsibilities will include:-
• Alpha generation through stock selection,
• Factor modeling,
• Portfolio construction,
• Risk modeling and analysis
Applicants should have an MSc or PhD from a leading school with strong background in econometrics, statistics or signal processing.
This is an excellent opportunity to work in one of the most successful teams and work on cutting edge alpha research. You will be working as part of a wider cross asset systematic strategies team and therefore have exposure to other asset classes.
Applicants with experience in Machine learning/signal processing/Data science will be at an advantage.
This is an excellent opportunity to join a team who a well-regarded, will offer excellent training and career progression.
In addition there is an salary package on offer.
In order to apply please send your CV in WORD FORMAT to quanttrading@octaviusfinance.com or call +1 (917) 809 8014
Interviews have already begun to take place.