Sizable investment management firm (non-'platform' multi-strategy hedge fund) seeks strong Quantitative Analyst/Researcher with experience developing market-neutral (systematic/quantitative, fundamental,) Equities investment/trading strategies, mid frequency stat arb ideally.
You will join and actively collaborate with a small, close-knit team of quant researchers, technologists and partner/portfolio manager developing and implementing mid-frequency strategies (including hard core quant, systematic and 'quantamental').
This is a great opportunity to work, contribute and learn at a renowned, world class,
though 'off the beaten path' fund.
High priority hiring, fund is ready to hire now or wait out a short/mid length non-compete.
Firm offers very competitive compensation and benefits package, great culture.
Role's requirements include:
MS/PhD in computational sciences, fin math or related.
Hands-on in programming (Python, C++ a plus).
Strong quantitative research skills, 2-10 yrs of practical experience in an investment management setting, with strong preference for a buyside experience.
Must be a team player, multi-tasker, strong communicator.
Experience in strategies/alpha research, integration/implementation of strategies.
Must be able to work in-house
--- Please contact us for additional details and confidential consideration ---
Seniority level
Not Applicable
Employment type
Full-time
Job function
Finance, Analyst, and Research
Industries
Investment Management
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