Quantitative equity researcher - Systematic strategies â?? Hedge Fund â?? New - (New York, NY)

In order to apply you should have familiarity with quantitative research (stock selection, cross-asset quantitative strategies, portfolio optimization, alpha modeling) and strong programming skills (Matlab, R, C++, SQL). Your responsibilities include:- Alpha generation through stock selection, Factor modeling, Portfolio construction, Risk modeling and analysis Candidates should have an MSc or PhD from a leading school with strong background in econometrics, statistics or signal processing. This is an excellent opportunity to work in 1 of the most successful teams and work on cutting edge alpha research. You will be working as part of a wider cross asset systematic strategies team and therefore have exposure to other asset classes. Candidates with background in Machine learning/signal processing/Data science will be at an advantage. This is an excellent opportunity to join a team who a well-regarded, will offer excellent training and career progression. In addition there is an salary package on offer.