A global top hedge fund with AUM of over $20BN based in New York is looking for quant to join their dynamic cross asset quant portfolio research team. The firm has a phenomenal track record of success and is looking to expand their team.

The vacancy that they are looking to fill at the moment is a Portfolio Quant Strat role on their portfolio analytics desk doing full cycle analysis, research and development for their wide array of client portfolios. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment. This role will give you direct exposure to strategy and decision makers at a top global hedge fund providing unmatched experience and career growth potential.

Responsibilities will include:

- Utilize investment logic used to generate and manage ideal client portfolios
- Work with market data and research findings to apply portfolio construction logic, risk metrics and client constraints to the ideal portfolios
- Communicating your understanding and investment assessments to a diverse group of internal and external stakeholders including senior investment managers, traders, developers and clients
- Daily interactions with senior strategy and decision makers

Ideal candidates should possess:

- Masters degree or higher in STEM field
- 0 - 4 years of financial industry experience
- Exceptional programming and quantitative skills
- A desire to further understand and model global markets and economies
- Drive to succeed and see results

If there is an interest, please click the APPLY NOW button below.