Systematic Risk Opportunity

4 weeks ago

New York, United States OCR Alpha Full time

OCR Alpha is currently working with one of the most successful hedge funds globally as they look to add a Systematic Risk professional to their New York office. With 200+ employees around the globe and an AUM of over $20bn, they are one of the most well-respected funds in the industry.


The hedge fund cultivates a culture of collaboration, career growth, and employee well-being through a modern, forward-thinking culture, along with top-tier compensation and benefits.


The successful applicant will play a key role in expanding the fund's Systematic business. The position will entail a diverse remit of responsibility and collaboration with fellow risk professionals and Portfolio Managers are at the heart of the day-to-day. Due to the eclectic nature of the role, the hiring fund is open-minded concerning background – applicants working in Risk, Quant Risk/Research or Quant Developer positions are all welcome.


Salary, bonuses, and benefits will be highly competitive – in line with the most competitive packages in the industry.


Responsibilities include but not limited to:

  • Conduct thorough and timely quantitative analysis to enhance manager selection and performance evaluation processes, emphasizing macro/thematic drivers and crowding analysis.
  • Deploy, monitor, and optimize proprietary factors (intraday and multi-day horizon) to identify opportunities for enhancing portfolio construction, risk management, and investment strategies, to achieve superior risk-adjusted performance.
  • Develop advanced tools for automating performance attribution across a range of portfolios, including Equity Systematic and Macro Systematic strategies.

The Person:

  • Expertise within the quantitative finance domain, demonstrated through positions encompassing roles like risk analyst, quantitative researcher, quantitative developer, or quantitative trader within banking institutions or hedge funds.
  • Strong experience with equity factor models and equity statistical arbitrage.
  • Strong programming skills in Python and SQL, any additional high-performance computing experience will be of interest.

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