Quant Researcher - Multi Strat
Core
Develop and manage multi-strategy quantitative investment portfolios, focusing on alpha combination, allocation research, and portfolio construction to maximize dollar output for flagship funds.
Role type
Senior quantitative researcher (multi-strategy portfolio management)
Builds
Multi-strategy quantitative investment portfolios and alpha combination strategies
Domain
Quantitative finance, alternative investments, portfolio construction
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 management, collaborate with other research teams
Seniority
Mid-Senior, hands-on IC