Overview: As a Quantitative Researcher at our Multi-Strategy Hedge Fund, you will be at the forefront of developing cutting-edge quantitative models and strategies to drive alpha generation across various asset classes. This role offers an exciting opportunity to collaborate with a talented team of researchers, traders, and portfolio managers to identify and exploit market inefficiencies. The ideal candidate will possess a strong background in quantitative analysis, advanced mathematical skills, and a passion for financial markets.

Key Responsibilities:

• Model Development: Research, design, and implement quantitative models and algorithms to identify trading opportunities and optimize portfolio performance across multiple strategies, including equity, fixed income, derivatives, and alternative investments.
• Data Analysis: Collect, clean, and analyze large datasets from various sources to extract meaningful insights and develop predictive signals for trading strategies. Utilize statistical techniques and machine learning algorithms to uncover patterns and relationships in financial data.
• Strategy Backtesting: Conduct rigorous backtesting and simulation of trading strategies to assess their effectiveness and robustness under different market conditions. Identify opportunities for model refinement and optimization based on backtest results.
• Risk Management: Collaborate with risk management teams to evaluate the risk-reward profile of quantitative strategies and implement risk controls to ensure adherence to risk limits and guidelines.
• Alpha Research: Generate new ideas for alpha generation by conducting research on market microstructure, factor modeling, and alternative data sources. Stay abreast of academic research and industry developments to incorporate the latest techniques into quantitative models.
• Portfolio Construction: Work closely with portfolio managers to optimize portfolio construction and allocation decisions based on quantitative signals and risk factors. Implement portfolio optimization techniques to enhance risk-adjusted returns and minimize drawdowns.
• Performance Monitoring: Monitor the performance of quantitative strategies in real-time and conduct performance attribution analysis to understand the drivers of returns. Identify areas for improvement and proactively suggest enhancements to existing models and strategies.
• Documentation and Communication: Document research findings, model specifications, and implementation details in a clear and concise manner. Present research insights and recommendations to senior management and investment committees.

Qualifications:

• Advanced degree (Ph.D. or Master's) in quantitative finance, mathematics, statistics, computer science, or a related field.
• 3+ years of experience in quantitative research, algorithmic trading, or quantitative analysis within the financial industry, preferably at a hedge fund or proprietary trading firm.
• Proficiency in programming languages such as Python or C++ for quantitative analysis and model development.
• Strong knowledge of statistical techniques, machine learning algorithms, and time-series analysis methods applied to financial data.
• Experience with quantitative finance libraries and platforms.
• Solid understanding of financial markets, trading strategies, and risk management principles.
• Excellent problem-solving skills with the ability to think critically and analytically.
• Strong communication skills with the ability to convey complex concepts to non-technical stakeholders.
• Proven ability to work collaboratively in a fast-paced and dynamic environment.