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Fundamental to Systematic or Systematic to fundamental? More and more trading firms are increasingly blending the insights and perspectives of fundamental, bottom up analysis and technical, systematic signals to enhance and improve strategies being generated. It's happening in both directions, whether it's discretionary funds bringing in those with a quantitative background to help systematise pre-existing strategies or electronic trading shops looking to utilise the analysis of fundamental specialists - such an approach is becoming more and more common. We're currently working on two roles, with two separate firms where they're looking to blend both methodologies. One is with a discretionary trading firm who are looking to bring in a systematic specialist to help develop and systematise strategies within a specialised quantamental team. Another is with a HFT firm that is looking for an equity research analyst to provide fundamental perspectives to improve existing strats as well as drive new revenue streams from their bottom up analysis. If you're an equity researcher looking to work in a more fast paced and quant driven environment or a quant researcher looking to be part of a new and growing team - reach out, these roles may be of interest. #trading #quantamental #systematic #quantitative #fundamental
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Head of Financial Services 🇺🇸 🇬🇧 🇦🇪 I Connect Financial Services Headhunters With Executive Search & Agency Firms Across the UK, US & APAC
𝗛𝗲𝗱𝗴𝗲 𝗙𝘂𝗻𝗱𝘀 - 𝗧𝗵𝗲 𝗺𝗼𝘀𝘁 𝘀𝗼𝘂𝗴𝗵𝘁 𝗮𝗳𝘁𝗲𝗿 𝘀𝗸𝗶𝗹𝗹𝘀𝗲𝘁𝘀 𝗳𝗼𝗿 𝟮𝟬𝟮𝟰 Within hedge funds, we can all agree on a visible trend towards strategies being more algorithmic & systematic and more data-driven to get ahead of the curve across various markets. In order of demand, here is a list of key skillsets hedge funds are actively looking for: 𝟭. Futures and Equities Quantitative Researchers 𝟮. Data Scientists and Quantitative Developers 𝟯. Quantitative Researchers within Cash Equities & Currencies 𝟰. Quantitative PMs & Macro Risk Strats across APAC & Europe 𝟱. Data Engineers & Quantitative Data Engineers 𝟲. Systematic Quantitative Developers, Quantitative Analysts and Senior Software Engineers 𝗪𝗵𝗮𝘁 𝗱𝗼 𝘁𝗵𝗲𝘀𝗲 𝗱𝗲𝗺𝗮𝗻𝗱𝘀 𝗵𝗶𝗴𝗵𝗹𝗶𝗴𝗵𝘁 𝗳𝗼𝗿 𝘁𝗵𝗲 𝗶𝗻𝗱𝘂𝘀𝘁𝗿𝘆: A visible pivot towards more sophisticated, numerical & quantitative approaches to trading markets. One thing worth noting, such professionals must require an adaptable mindset capable of adjusting to the ever-changing financial landscape. As the financial markets continue to make headway, professionals with these skillsets will become crucial to the objectives and performance of hedge funds. #quantitativefinance #hedgefunds #rec2rec #financialtrading #financialmarkets
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End of the week job roll out and interesting tidbit. I recently came across an article highlighting that only about a third of Quantitative Analytics, Research & Trading professionals found their current bonus motivating, and even fewer felt it met their expectations, standing at just 40%. Interestingly, a staggering 85% of these professionals indicated that a low or non-existent bonus would prompt them to leave their current company. With bonus season behind us, it's intriguing to observe how firms heavily reliant on this talent pool and proactive professionals who understand their value navigate this situation. Below is this weeks end of the week job roll out. Get in touch with me (gm@pinpoint.cateers) to discuss. A lot of firms are currently competing form macro Quantitative analyst and traders, the obvious need is there so do get in touch if you are in NY and are looking to explore different options. New York - Macro Quantitative Analyst - 20Bn$+ HF - $150k - $325k base -Quant systems engineer - 20Bn$ + HF - $ 200k - $300k base -Quant systems developer - 20Bn$+ HF - $200 $250k base - Machine learning developer - 20Bn$ + HF - $200k - $250k base - Execution trader - technology focused multi-strat tier 1 HF - fixed income/ FX/ commodities/ Macro market - $150k - $250k base - Macro Volatility researcher - Multi-strat tier 1 HF - commodities/ equities - $150k - $200k base -Quant researcher/trader entry level - HFT HF- PhD requirement from top university in STEM - $120000 - $200000 ( Chicago also open) - Experienced software engineer - HFT HF - market data exp required - £120k - $285k base Europe -Fully Systematic Macro PM - Sharpe 2.5+ - London, Paris exceptionally competitive , multi million $/£ range . -Senior Quant trader - HFT HF - asset class open - London, Amsterdam £150k - £250k base -Quant Researcher G10 and emerging markets - Multi Strategy Fund - London -£500K+ TC Remote Systematic Portfolio managers who can work in a stand alone Hedge fund style with a Sharpe score of 3+, with experience in either managing Futures/ Equities (preferred)/Arbitrage trading. Sakshi Vashisth George Stubbs Harrison Jones Jacob Best Josh Padpu Keira Galvin Saahil Mehra Sharpay Zeng Trewan Bashford Yuet Sum (Didi) Wong Aaisha U. Stefan Pillinger Lennard Heppner
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𝐓𝐡𝐞 𝐁𝐚𝐬𝐢𝐜𝐬 𝐨𝐟 𝐄𝐪𝐮𝐢𝐭𝐲 𝐑𝐞𝐬𝐞𝐚𝐫𝐜𝐡! Equity Research is all about helping people make smart decisions with their money in the stock market. ↘️Use this PDF to clarify What a Financial Analyst do. 📌 What is Equity Research? 📌 Purpose of Equity Research. 📌 Types of Equity Research. 📌 Main Components of Equity Research. 📌 Role and Responsibilities of an Equity Research Analyst. For more information on this, look below👇. Save or download it, so you don't have to spend your precious time looking for it. Happy Learning! I hope it helps you a bit, if it does, then 🔁Repost this for the benefit of your network! 📍 Rahul Saxena in your service. Follow and stay tuned for more such posts. (Now that I'm available on Instagram too, you may Follow me, here is the link to the same: https://lnkd.in/gXYWRiYX, or Id- @saxena_rahull)
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What does a Day as a Quant Researcher look like at an investment bank or a hedge fund? 8:00 AM - Coffee & Catch-Up: The day starts with a jolt of caffeine and a quick scan of emails and market news. They might also attend a brief team huddle to discuss ongoing projects and any pressing issues. 9:00 AM - Coding & Calibration: This is where the real work begins. The quant researcher dives into their coding environment, working on developing or improving quantitative models. This could involve tasks like: - Building algorithms to analyze vast datasets of financial instruments. - Implementing statistical methods to identify trading opportunities or price assets. - Backtesting models to assess historical performance and refine them for future use. 11:00 AM - Data Delve: Data is the lifeblood of quantitative research. The researcher dedicates time to: - Querying databases for relevant financial data, like stock prices, interest rates, and economic indicators. - Cleaning and manipulating the data to ensure accuracy and consistency. Exploring new data sources that could potentially enhance their models. 1:00 PM - Lunch & Learn: A break for refuelling and potentially some knowledge sharing. They might grab lunch with colleagues, discussing research or attending an internal presentation on a new financial product or algorithm. 2:00 PM - Collaboration Junction: The afternoon often involves collaboration with other departments: - Meeting with traders to understand their specific needs and tailor models accordingly. - Discussing risk management implications of their models with the risk team. - Presenting research findings to portfolio managers to inform investment decisions. 4:00 PM - Testing & Tweaking: Back in their coding zone, the researcher focuses on: - Running simulations to test the performance of their models under various market conditions. - Identifying and fixing any bugs or errors in the code. - Refining the models to improve their accuracy and efficiency. 6:00 PM - Wrap-Up & Reflection: The end of the day is for tying up loose ends: - Documenting their work for future reference and team communication. - Reflecting on the day's progress and identifying any roadblocks that need addressing. - Catching up on industry news and research to stay ahead of the curve. Kickstart your Quant Interview Prep with Quant Insider. Check out Quant Insider Stack - https://lnkd.in/gcfdUEfg A Bundle of Interview Byte (500+ Interview questions) and Quant Insider Project Handbook ‘Interview Byte’ contains 500+ Interview questions (https://lnkd.in/gkqcrrKf) Quant Insider Project Handbook has 10 industry-oriented projects based on competitions by Top HFTs and Hedge Funds. (https://lnkd.in/gWBEn78U) Quant Insider Career Catalyst (https://lnkd.in/gVhA4tNG) Checkout our course Machine Learning for Finance - Designed by Industry Veterans Hariom Tatsat, CQF, FRM: https://lnkd.in/gtJDWcus Use Coupon code - "EARLYBIRD20" for 20% off on the ML for Finance course
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Titles of Quant roles can be quite confusing, what’s the difference between ad Quant Researcher and a Quant Analyst for instance? Another really helpful post from Quant Insider that I thought might help shed some light 🔵 Quant Researcher – typically work very closely with PMs and usually takes home a % of PnL Use stats and ML to predict market returns and find “alpha”. Usually have a PhD and have very strong programming 🔵 Quant Trader – traders build algos / computer programmes to make markets / create liquidity. They will buy or sell assets and aim to hedge positions. They make profit from the bid-ask spread. 🔵 Quant Analyst – Quant Analysts build pricing and risk tools. They model asset prices and calculate risk. Typically strong math / statistics background and excellent programming. Knowledge of products / assets 🔵 Quant Developer – a Quant Dev is a hybrid position between a developer and a researcher. They need excellent computer science background but also need to understand finance. Devs put into production trading strategies, build trading platforms or develop pricing / risk tools Thanks for reading and hope it helps. Please like ❤️ / share ♻ / comment 🗣 and it might reach someone that it really helps. If you’d like to discuss further please get in touch, would love to do so. #financialservicesrecruitment #hedgefunds #assetmanagement #quant #quantinvesting #investmentbanking #buyside #sellside #marketmaking #londonjobs #dublinjobs
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Aspiring Finance Analyst 📊 ,Finance Modelling ,Valuation, Reporting And Analysis |NHRD Club Member | |Proficio Persona Club Member |
Confuse 🤔 in Buy Side Analyst 🆚 Sell Side Analyst 🆚 Independent Analyst In the world of finance, each type of analyst plays a unique role in shaping investment strategies💹 and market movements. Here's a quick breakdown: 📊Buy-Side Analyst- Works directly for asset management firms, hedge funds, or pension funds. Their primary goal to generate investment ideas that help their firm invest wisely and profitably. The focus is on long-term growth and aligning strategies with client portfolios. It is not for public. BUY SIDE REPORTS ➡️ CONFIDENTIAL& INHOUSE 📈Sell-Side Analyst-Works for brokerages or investment banks, providing research reports and recommendations to help clients (usually institutional investors) make informed decisions. Their analysis is often public, focusing on driving transactions and providing insights to the broader market. SELL SIDE REPORTS ARE PUBLICLY AVAILABLE 📢 🔍 Independent Analyst (Research Originator )- Provides unbiased research, unaligned with either the buy or sell side. They’re typically more objective, offering investors unique perspectives without the pressure of institutional allegiances. (when you open firm and research for someone). THEY MOSTLY WORK FOR SUBSCRIPTION BASED ADVISORY. Which role do you find most interesting? #Finance #ResearchAnaylst #Analyst #BuySide #SellSide #IndependentAnalysit #Nism
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Talent Agent/HeadHunter/Human Capital Advisor-Hedge Funds/Private Equity, VC, FinTech, Crypto & Tech
Working with a Top-performing fast-growing 1.6B+ Macro Hedge fund looking for an experienced Macro Researcher- research predictive macro models & improve existing suite of models. The candidate needs experience with quantitative modeling and solid futures markets. Leading a group or team of researchers is a big +. Research and analyze market data, Evaluate and improve existing quantitative models. GREAT role at growing Fund Reach out for more details- careers@hf-solutions.com #quantitativeresearch #quant #quantitativeanalysis #futurestrading #futures #modeling #marketdata #predictiveanalytics #macro #macroeconomics #python
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AQR Capital Management pays an average base salary of more than $250,000 to its Quant Researchers in a year. It is one of the top global investment management firm with an AUM greater than USD $143 Billion. AQR is widely known for its Factor investing based quantitative models. Here's an interview question asked in the Quant Researcher role interview by AQR Capital. Explain how you would handle a trading model with 25 factors differently than one with 100. What would you ask or do next if the 100 factor model had 25% better performance than the 25 factor model? Solution - The detailed solution PDF attached below Kickstart your Quant Interview Prep with Quant Insider. Check out Quant Insider Stack - https://lnkd.in/gcfdUEfg A Bundle of Interview Byte, Quantopia Library, and Quant Insider Project Handbook with Bonus Resources. ‘Interview Byte’ contains 1000+ Interview questions (https://lnkd.in/gkqcrrKf) Quantopia Library is the goldmine for building your domain knowledge and technical skills. (https://lnkd.in/geThBB4d) Quant Insider Project Handbook has 10 industry-oriented projects based on challenges and competitions conducted by Top HFTs and Hedge Funds. (https://lnkd.in/gWBEn78U) For more quant finance memes follow us on Instagram - Quant Insider (https://lnkd.in/gfjc4hBu) Connect with Quant Insider on other platforms as well https://lnkd.in/gpu4GKzE
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