Equity Quantitative Researcher - Hedge Fund - New York

Multi-strategy hedge fund is seeking an experienced Equities Quantitative Researcher to join their NY based team.

The quant researcher will be closely aligned to the fundamental equity L/S portfolio managers, supporting them with portfolio construction/optimisation, factor modelling, tool building, statistical analysis and ad-hoc quant research projects.

The fund are looking for those who have a strong quantitative equities background as well as individuals who possess excellent communication and stakeholder management skills in order to work closely with the PMs.

The successful candidate should possess:

• A minimum of a Bachelor’s Degree in Computer Science, Engineering, Economics, Finance, Math, Sciences or Statistics required.
• A minimum of 1+ years’ relevant experience in a quantitative equities position - pricing, portfolio construction, factor modelling, alpha research, systematic / QIS
• In-depth expertise of global financial markets and products, experience with equity products (fundamental or systematic) is highly desirable.
• A high degree of technical aptitude with advanced programming skills in Python being essential.
• Outstanding written and verbal presentation skills, with the ability to operate seamlessly between quant and investment professionals.

For more information and a conversation in confidence please apply with your resume.