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Quantitative Researcher

3 months ago

New York, United States Selby Jennings Full time
Job Description: Quantitative Researcher

Position Overview:

We are seeking an experienced Quantitative Researcher to join a top-tier hedge fund's Portfolio Manager (PM) pod. The pod specializes in Capital Structure Arbitrage and Converts strategies, focusing on debt products, particularly convertible bonds. This is an opportunity to work in a high-caliber, results-driven environment where your expertise in alpha research and strategy backtesting will directly impact the fund's performance.

Key Responsibilities:

  • Alpha Research & Development: Conduct advanced quantitative research to identify and develop alpha-generating strategies. Focus on opportunities within Capital Structure Arbitrage and Convertible Bonds.

  • Backtesting & Strategy Validation: Design, implement, and optimize backtesting frameworks to validate trading strategies across debt products and equity derivatives. Ensure robustness and statistical significance of results.

  • Market Analysis: Analyze market data, identify trends, and develop predictive models to capitalize on mispricings and inefficiencies in capital structures and convertible securities.

  • Collaboration with Portfolio Managers: Work closely with the Portfolio Manager to align research findings with the trading strategy. Provide insights that can be actionable in real-time market conditions.

  • Data Management: Utilize large datasets to extract actionable insights. Develop data pipelines and maintain databases to ensure high data quality and accessibility.

  • Continuous Improvement: Stay up-to-date with the latest research in quantitative finance, particularly in areas relevant to capital structure arbitrage and convertible bonds. Continuously refine and improve existing strategies.

Qualifications:

  • Experience: A minimum of 4 years of experience in quantitative research with a focus on alpha generation and strategy backtesting for debt products or equity derivatives. Specific experience with convertible bonds is highly desirable.

  • Technical Skills: Proficiency in programming languages such as Python, R, or C++. Experience with statistical and machine learning models, as well as backtesting frameworks.

  • Financial Acumen: Strong understanding of financial instruments, particularly debt products and convertible bonds, and how they are used in arbitrage strategies.

  • Analytical Mindset: Exceptional problem-solving skills with a rigorous, data-driven approach to research and strategy development.

  • Communication: Strong verbal and written communication skills, with the ability to convey complex quantitative concepts to non-technical stakeholders.

Why Join Us?

This role offers a unique opportunity to work within a highly respected hedge fund, known for its innovative strategies and strong performance. You will be part of a dynamic and collaborative team, working on cutting-edge research that directly impacts the firm's success. If you are passionate about quantitative finance and thrive in a fast-paced environment, we encourage you to apply.

Location: NY, CT, MIA

Compensation: Competitive, commensurate with experience, including performance-based bonuses and benefits.