A global investment management firm is now seeking to hire Quant Researchers for their New York or Singapore offices. The team is focused on researching, developing and implementing internal Alpha Capture strategies. This is an exciting opportunity for a Quantitative Researcher to develop strategies based on a unique set of internal alphas. Role Description: The team is structured as a multi-manager internal alpha capture fund leveraging a common research, development and execution platform Alphas are sourced from a global team of value oriented PM?s as well as existing quantitative and factor models developed by other groups in the global business General Requirements: PHD/Masters in a Quantitative subject (maths, stats, engineering, Computer Science or equivalent) Strong Quantitative/Statistical skills and independent research experience 3+ years programming experience scripting in Python (this is a tech-heavy quant role) Buy-side (equities) experience, ideally gained in a stat arb or alpha capture oriented environment. Independent research experience and demonstrated thought leadership Quant Investment Strategy Research experience Understanding of equities portfolio construction, risk/return attribution, transaction cost analysis, and portfolio research, coupled with ability to view and react to live portfolios Constructing Risk Models, Factors, and Factor Models
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