I am currently working with a $25BN AUM Multi-Manager Hedge Fund in Chicago that is actively looking for Systematic Equity Alpha Quant Researchers to help build out a new dynamic and collaborative research team under an experienced PM.
They are looking for exceptionally strong Equity Quant Researchers that will look to conduct work alongside the PM covering idea generation, signal research, portfolio construction, execution research, and systematic strategy development. This individual will be engaged within the entirety of the investment process and look to help the PM build new strategies. This is a very exciting opportunity for those who value working in a fast-paced, competitive environment with a high potential for career growth.
Key Responsibilities:
- Research and analyze large-scale sets to be able to generate alpha signals for systematic equity strategies
- Partner with the Portfolio Manager and other researchers to conduct portfolio optimization, portfolio construction, execution research, and strategy development
- Develop, implement, and backtest quantitative models for systematic equity strategies
Key Qualifications:
- 1 - 5 years of experience working with large-scale data sets to conduct data analytics and model implementation pertaining to systematic equity strategies
- Experience conducting analysis and research on execution, trade behavior, and transaction costs
- Degree in Mathematics, Computer Science, Engineering, or another quantitative field
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in Python
- Experience within machine learning and statistical techniques is a plus
