H&P Executive Search
Overview
Quant Finance Associate at H&P Executive Search My client, a Tier 1 Global Hedge Fund is actively looking to add an experienced Quantitative Researcher to their ranks. Operating on a scalable, centralized infrastructure with world-class risk management, the firm empowers its teams with cutting-edge technology, robust research capabilities, and the resources needed to execute high-conviction strategies. Location: New York, United States. Responsibilities
Conduct alpha research, strategy development and backtesting of intraday/mid-frequency systematic global equities strategies. Analyse datasets to develop strong predictive models. Collaboration with all levels of the team, including senior portfolio managers. Qualifications
Strong research and programming skills Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university Fluent in C++ or Python Experience
A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic equities A proven, independent track record developing, deploying, and managing strategies in the global equities space with a Sharpe Ratio of 1.5+ Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Note: Referrals increase your chances of interviewing at H&P Executive Search by 2x. This listing focuses on the Quantitative Researcher role in New York; other postings shown below are separate opportunities and not part of this description.
#J-18808-Ljbffr
Quant Finance Associate at H&P Executive Search My client, a Tier 1 Global Hedge Fund is actively looking to add an experienced Quantitative Researcher to their ranks. Operating on a scalable, centralized infrastructure with world-class risk management, the firm empowers its teams with cutting-edge technology, robust research capabilities, and the resources needed to execute high-conviction strategies. Location: New York, United States. Responsibilities
Conduct alpha research, strategy development and backtesting of intraday/mid-frequency systematic global equities strategies. Analyse datasets to develop strong predictive models. Collaboration with all levels of the team, including senior portfolio managers. Qualifications
Strong research and programming skills Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university Fluent in C++ or Python Experience
A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic equities A proven, independent track record developing, deploying, and managing strategies in the global equities space with a Sharpe Ratio of 1.5+ Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Note: Referrals increase your chances of interviewing at H&P Executive Search by 2x. This listing focuses on the Quantitative Researcher role in New York; other postings shown below are separate opportunities and not part of this description.
#J-18808-Ljbffr