A top-tier hedge fund is seeking a Quantitative Strategist to collaborate closely with a Senior Portfolio Manager on event-driven equity strategies and index rebalancing. This role offers a rare opportunity to work alongside a rapidly rising Senior PM who has achieved significant success since joining the firm just three years ago.
Responsibilities:
• Perform in-depth research and quantitative analysis on a range of discretionary, event-driven investment strategies.
• Handle extensive and diverse datasets, including non-traditional sources, to identify trends and generate alpha signals.
• Build and maintain a flexible, high-performance backtesting framework to support strategy development.
• Create systems for data validation and trade verification to ensure integrity and accuracy throughout daily operations.
Required Skill set
• Proficient in Python and experience utilizing popular data analysis libraries ( Pandas and NumPy).
• Ability to solve complex analytical problems, backed by experience in data-driven research environments.
• Practical experience with statistical and analytical tools (e.g., R, MATLAB) as well as compiled languages like C++ and C.
• Bachelor's or Master's degree in a quantitative discipline such as Applied Mathematics, Statistics, Computer Science, or a related field from a top-tier university.
• Strong grasp of quantitative finance concepts, statistical techniques, and machine learning methodologies.
• Knowledgeable about trading workflows, financial markets, and event-driven trading strategies.
Preferred Experience:
• 3-5 Years working as a quantitative analyst/strategist
• Experienced with index rebalance strategies and equities
• Strong verbal and written communication skills
