Systematic Risk Opportunity - Industry Leading Hedge Fund
: Job Details :

OCR Alpha is currently working with one of the most successful hedge funds globally as they look to add a Systematic Risk professional to their New York office. With 200+ employees around the globe and an AUM of over $20bn, they are one of the most well-respected funds in the industry.

The hedge fund cultivates a culture of collaboration, career growth, and employee well-being through a modern, forward-thinking culture, along with top-tier compensation and benefits.

The successful applicant will play a key role in expanding the fund's Systematic business. The position will entail a diverse remit of responsibility and collaboration with fellow risk professionals and Portfolio Managers are at the heart of the day-to-day. Due to the eclectic nature of the role, the hiring fund is open-minded concerning background applicants working in Risk, Quant Risk/Research or Quant Developer positions are all welcome.

Salary, bonuses, and benefits will be highly competitive in line with the most competitive packages in the industry.

Responsibilities include but not limited to:

• Conduct thorough and timely quantitative analysis to enhance manager selection and performance evaluation processes, emphasizing macro/thematic drivers and crowding analysis.
• Deploy, monitor, and optimize proprietary factors (intraday and multi-day horizon) to identify opportunities for enhancing portfolio construction, risk management, and investment strategies, to achieve superior risk-adjusted performance.
• Develop advanced tools for automating performance attribution across a range of portfolios, including Equity Systematic and Macro Systematic strategies.

The Person:

• Expertise within the quantitative finance domain, demonstrated through positions encompassing roles like risk analyst, quantitative researcher, quantitative developer, or quantitative trader within banking institutions or hedge funds.
• Strong experience with equity factor models and equity statistical arbitrage.
• Strong programming skills in Python and SQL, any additional high-performance computing experience will be of interest.