Equity Risk Quantitative Analyst
2 weeks ago
Company: Selby Jennings
Job Type: Hybrid
Employment Type: Permanent
Compensation: USD 200,000 per annum
Selby Jennings is seeking a skilled Equity Risk Quantitative Analyst to enhance their team. This role is integral to the development of advanced quantitative frameworks for factor modeling and comprehensive risk assessment.
The successful candidate will engage in a variety of tasks including portfolio construction, hedging strategies, optimization processes, and the development of risk factor models. This position demands a hands-on approach to coding and a collaborative spirit to foster innovation across teams.
Key Responsibilities:
- Develop and refine quantitative models for equity risk analysis.
- Collaborate with fundamental equity investment teams to support research initiatives.
- Drive innovative practices within the firm to enhance overall fund performance.
Qualifications:
- 1-6 years of relevant experience in quantitative research.
- Strong understanding of equity risk factor models and factor research.
- Experience in hedge funds focusing on fundamental long/short strategies.
- Proficiency in Python and SQL.
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