J Harlan Group, LLC
Quantitative Researcher
NYC Hedge Fund
J Harlan Group is conducting a search for a Quant Researcher at a prominent NYC Hedge Fund.
As a key member of the Equity Quantitative Research (EQR) team you will focus on building optimizations and core algorithms that lead directly to trading decisions covering fundamental and quantitative insights to develop and monetize systematic trading strategies leveraging proprietary internal and external datasets.
Key Responsibilities
Conduct empirical statistical research in equities and related instruments
Leverage a variety of datasets to develop and optimize alphas for systematic portfolios
Develop and improve transaction cost models and contribute to portfolio construction research
Develop and continuously improve upon our mathematical models and translate algorithms into monetizable strategies
Build optimizations and core algorithms that lead directly to trading decisions
Research and implement quantitative methods in a live trading environment
Background and Experience
Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, Computer Science, or a related field
Prior experience in a quantitative role within a trading environment or experience applying quantitative methods to solve challenging, data-intensive problems
Proficiency in coding, with exposure to Python
Demonstrated interest in or knowledge of equities trading, empirical asset pricing, portfolio optimization, transaction cost modeling, or market microstructure
Excellent creative and problem-solving skills with a strong mathematical and statistical background
Demonstrated ability to conduct rigorous independent investment-related research
They are looking for an individual who loves solving deep and complex investment analysis challenges and wants to have an outsized impact with the products they build and deliver; an individual with a passion for investment management, high level of intellectual curiosity, a commitment to excellence and an unparalleled drive to deliver world-class service.
About the Client The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities.
They focus on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management.
They employ over 1400 talented professionals in locations around the globe across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis and business management administration and strategy.
Successful candidates are:
Analytic and relentless in pursuit of the right answer
Strong communicators who excel at rapid synthesis
Able to demonstrate sound business judgment
Able to digest complexity while maintaining an understanding of the “big picture” of business needs
Team players who are energized by a collaborative enterprise
The firm’s employees maintain the highest professional and ethical standards.
Pay Transparency In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. Base salary does not include other forms of compensation or benefits.
#J-18808-Ljbffr
As a key member of the Equity Quantitative Research (EQR) team you will focus on building optimizations and core algorithms that lead directly to trading decisions covering fundamental and quantitative insights to develop and monetize systematic trading strategies leveraging proprietary internal and external datasets.
Key Responsibilities
Conduct empirical statistical research in equities and related instruments
Leverage a variety of datasets to develop and optimize alphas for systematic portfolios
Develop and improve transaction cost models and contribute to portfolio construction research
Develop and continuously improve upon our mathematical models and translate algorithms into monetizable strategies
Build optimizations and core algorithms that lead directly to trading decisions
Research and implement quantitative methods in a live trading environment
Background and Experience
Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, Computer Science, or a related field
Prior experience in a quantitative role within a trading environment or experience applying quantitative methods to solve challenging, data-intensive problems
Proficiency in coding, with exposure to Python
Demonstrated interest in or knowledge of equities trading, empirical asset pricing, portfolio optimization, transaction cost modeling, or market microstructure
Excellent creative and problem-solving skills with a strong mathematical and statistical background
Demonstrated ability to conduct rigorous independent investment-related research
They are looking for an individual who loves solving deep and complex investment analysis challenges and wants to have an outsized impact with the products they build and deliver; an individual with a passion for investment management, high level of intellectual curiosity, a commitment to excellence and an unparalleled drive to deliver world-class service.
About the Client The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities.
They focus on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management.
They employ over 1400 talented professionals in locations around the globe across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis and business management administration and strategy.
Successful candidates are:
Analytic and relentless in pursuit of the right answer
Strong communicators who excel at rapid synthesis
Able to demonstrate sound business judgment
Able to digest complexity while maintaining an understanding of the “big picture” of business needs
Team players who are energized by a collaborative enterprise
The firm’s employees maintain the highest professional and ethical standards.
Pay Transparency In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. Base salary does not include other forms of compensation or benefits.
#J-18808-Ljbffr