Quantitative Investment Research – Systematic Strategies

Quantitative Investment Research – Systematic StrategiesNew York | Hedge Fund / Investment ManagementTotal Comp: Base Salary + Competitive BonusWe are working with a leading alternative investment firm seeking a Quantitative Investment Researcher to join its public markets investment team in New York. This is an investment-focused role sitting at the intersection of systematic investing, quantitative research and portfolio strategy.The role provides exposure to some of the world's leading quantitative hedge funds and investment teams, with responsibility spanning strategy analysis, alpha assessment, portfolio/risk analysis and quantitative research. You will develop a deep understanding of how systematic strategies generate returns, identify sources of alpha and risk, assess their durability, and translate quantitative analysis into investment decisions.You will also work on proprietary research including expected-return modelling, statistical analysis, risk modelling, cross-asset research and the development/refinement of quantitative investment strategies and analytics.Background5–10 years within quantitative/systematic investing or closely related investment researchStrong preference for systematic equities / equity quantitative research experienceStrong statistical modelling, risk modelling and numerical-analysis capabilitiesAbility to understand and critically evaluate sophisticated systematic investment strategiesStrong investment judgement and ability to communicate quantitative concepts clearlyAdvanced degree in a highly quantitative discipline preferredNew York based