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Our client is a systematic macro hedge fund based in Boston, run by Wall Street veterans. Due to tremendous performance on their main strategies, they are looking to expand by adding an ambitious, driven Quantitative Researcher to the team. This is a high impact role where there will be daily interaction with Portfolio Managers, Traders, Developers, Investors, and Operations folks across the fund. Our client runs a suite of systematic, rules based systematic strategies across Futures and other complex derivative products in the Macro universe.
Job responsibilities include
Quantitative research on trading strategies including factor modeling, smart beta analysis, and alpha research
Backtesting and portfolio construction
Big data analysis using Python
Collaboration with team members in order to foster intuitive ideas backed up by quantitative research
Job requirements include:
1+ years of experience working as a Front Office Quant. Sell side experience is OK.
1+ years of experience working on one of the following:
Systematic strategy creation/structuring
Asset allocation research, including smart beta, risk premia, and factor modelling research
Trade data analysis, including execution research
MS/PhD degree in a scientific field, Finance and Econ is OK
Strong Python coding skills
Eager to learn and work in a small environment with constant feedback
Self starter looking for accountability and responsibility from day one
Eager to work in a high impact, revenue generating function