Quant Researcher - Multi Strat
Core
Maximize dollar output of research in multi-strategy funds through alpha combination, allocations, portfolio construction, and capacity evaluation.
Role type
Senior quantitative researcher (multi-strategy portfolio management)
Builds
Multi-strategy funds (absolute return and long-only) across traditional and alternative markets
Domain
Quantitative finance, alternative investments, portfolio management
Deliverable
production ML models
Required skills
Statistics, machine learning, portfolio construction techniques, Python, NumPy/SciPy/Pandas, risk management, portfolio risk modelling
Preferred skills
Portfolio management experience
Technologies
Python, NumPy, SciPy, Pandas
Responsibilities
Improve existing portfolios, conduct cutting-edge research in alpha combination and allocations, develop portfolio construction methods, manage day-to-day portfolio and risk, collaborate with other research teams