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We are seeking a 'senior quantitative researcher' / 'systematic portfolio manager' for a market neutral hedge fund in New York. The position will involve a combination of quantitative research, trading and risk management within a diversified team.
Alpha research, back testing and simulation, portfolio construction and portfolio optimization.
Trading, managing risk, drawdown control.
Collaboration with colleagues.
5+ years' experience managing risk and conducting quantitative research in a market neutral hedge fund or family office.
Expertise in systematic trading, ideally short term stat-arb, mid frequency multifactor long/short or systematic event driven long/short.
Experience managing $100-$500m in GMV.
Target Portfolio: Volatility 4-6%,Sharpe 2+, Return: >8-12% on GMV