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High Impact Quantitative Researcher
1 month ago
The J Harlan Group, LLC is seeking a highly skilled Quantitative Researcher to join their NYC Hedge Fund team.
As a key member of the Equity Quantitative Research (EQR) team, you will focus on building optimizations and core algorithms that lead directly to trading decisions, covering fundamental and quantitative insights to develop and monetize systematic trading strategies leveraging proprietary internal and external datasets.
Key Responsibilities
- Conduct empirical statistical research in equities and related instruments.
- Leverage a variety of datasets to develop and optimize alphas for systematic portfolios.
- Develop and improve transaction cost models and contribute to portfolio construction research.
- Develop and continuously improve upon our mathematical models and translate algorithms into monetizable strategies.
- Build optimizations and core algorithms that lead directly to trading decisions.
- Research and implement quantitative methods in a live trading environment.
About the Client:
The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities and harvesting multiple sources of alpha.
What We Offer:
- A competitive salary range of $175,000 to $275,000, along with other forms of compensation and benefits.
- A collaborative and charged trading floor environment where everyone works side-by-side with senior partners.
- An opportunity to work with a talented team of professionals across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis, and business management administration and strategy.
Requirements:
- Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, Computer Science, or a related field.
- Prior experience in a quantitative role within a trading environment or experience applying quantitative methods to solve challenging, data-intensive problems.
- Proficiency in coding, with exposure to Python.
- Demonstrated interest in or knowledge of equities trading, empirical asset pricing, portfolio optimization, transaction cost modeling, or market microstructure.
- Excellent creative and problem-solving skills with a strong mathematical and statistical background.
- Demonstrated ability to conduct rigorous independent investment-related research.
