Job Description:
A boutique Systematic Equities Hedge Fund is seeking a highly skilled Quantitative Researcher to join the team, with a focus on portfolio construction, alpha signal combination, and portfolio optimization. The ideal candidate will leverage quantitative methods to enhance our investment strategies and drive data-driven decision-making.
Key Responsibilities:
Portfolio Construction:
- Design and implement portfolio construction strategies.
- Optimize portfolios to balance risk and return objectives.
Alpha Signal Combination:
- Identify and develop multiple alpha signals to enhance investment strategies.
- Integrate and combine diverse alpha signals effectively.
- Develop algorithms for robust alpha signal combination.
Portfolio Optimization:
- Apply quantitative techniques to optimize portfolio performance.
- Continuously monitor and refine optimization models to ensure effectiveness.
Qualifications:
Educational Background:
- Master's or Ph.D. in Physics, Mathematics, Statistics, or a related quant field.
Proven experience:
- (3-10) years in quantitative research, portfolio construction, and alpha signal combination.
Technical Skills:
- Proficiency in statistical software and programming languages (e.g., Python, C++).
- Knowledge of machine learning techniques and data visualization tools.
