Our client, one of the world's leading hedge funds, are now seeking a talented Quantitative Researcher to join an established investment team that specializes in systematic strategies for credit derivatives and corporate bonds.
Responsibilities:
The selected candidate will undertake a variety of tasks based on their expertise and the team's current priorities, including:
- Systematic Alpha Research:
- Development and evaluation of financial models and backtesting methodologies.
- Conducting statistical and data analyses.
- Portfolio Construction:
- Researching transaction cost models and portfolio optimization techniques.
- Day-to-Day Investment Operations:
- Implementing research findings into production.
- Creating automated reports and alerts, investigating data issues, and enhancing investment processes.
- Performing P&L attribution.
Qualifications:
- Education: Advanced degree in a quantitative field such as Statistics, Mathematics, Physics, Materials Science, Engineering, Economics, Finance, etc. Preference for a Ph.D., but a Bachelor s or Master s degree with relevant industry experience is acceptable.
- Programming Skills: Strong coding abilities in one of the following languages: Python, R, MatLab, Mathematica, or similar. Proficiency in python is required.
- Analytical Skills: Demonstrated ability to think critically and independently, evidenced by a track record of projects or publications. Expertise in one or more of the following areas is essential:
- Statistical learning/machine learning
- Data science
- Linear algebra
- Time series analysis
- Covariance estimation, factor models, and random matrix theory
- Data visualization
- Optimization techniques, including mean-variance optimization and modern portfolio theory
- Market Interest: A strong interest in financial markets is crucial.
Additional Preferences (Desirable, not Required):
- Experience in credit markets is a plus but not mandatory.
- Quantitative investing experience is highly valued, though not required for highly motivated candidates who show a keen interest and the ability to learn independently.