J Harlan Group, LLC
Quantitative Researcher - Equity Model Research NYC Hedge Fund
J Harlan Group, LLC, New York, New York, us, 10261
Quantitative Researcher - Equity Model Research
NYC Hedge Fund
J Harlan Group is currently conducting a search for a Quant Researcher - Equity Model Research at a prominent NYC Hedge Fund.
The Equity Model Research team (EMR) is responsible for the tools and analytics required for portfolio construction, risk management, and hedging of the firm's equities portfolios. The customized risk models and hedging framework developed by EMR are central to the firm's ability to manage their business and provide a competitive advantage to their investment teams.
The Equity Model Equity Quantitative Research (EMR) team is part of the Equity Quantitative Research (EQR) which sits at the intersection of fundamental investment approach and quantitative rigor and discipline. Teams of quantitative researchers and developers work together to optimize and scale various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. EQR's teams are small and highly collaborative - each member makes meaningful contributions to the research agenda and direction and has visible impact in firm's investments.
Key ResponsibilitiesResearch portfolio construction and optimization in the context of large complex equity portfoliosApply cutting edge computational techniques and statistical methods to solve complex problemsBuild proprietary risk models for both fundamental and quant equity long short strategiesDevelop econometric and mathematical models to define stress scenarios and estimate the statistical properties of drawdownsLeverage economic models and financial analysis to define fundamental factors driving the cross-section of stock returnsEngage with a variety engineering and research teams to implement analytics in productionWork closely with Portfolio Managers and Risk Managers to understand and incorporate risk metrics and methodologies within the investment processStay up to date on the latest academic and industry research and challenge yourself to continually improve and challenge the way things are doneExplore new and alternative data sources while developing a deep understanding of financial marketsThe idea candidate will have a background including:
Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, or a related fieldAdvanced training in Statistics, Mathematics, Finance/Financial Engineering, or a related fieldStrong mathematical and/or statistical modeling backgroundDemonstrated empirical skill; comfortable with analysis of large datasetsIntellectual curiosity and passion for solving investment problems through the use of technology and fundamentalsDemonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies, and market micro-structurePrevious exposure to a quantitative research role with exposure to equity factor models preferredExperience using statistical packages (e.g., Matlab, R) and experience with programming & scripting languages (e.g., Python, C/C++)They are looking for an individual who loves solving deep and complex investment analysis challenges and wants to have an outsized impact with the products they build and deliver; an individual with a passion for quantitative research within the investment community, high level of intellectual curiosity, a commitment to excellence and an unparalleled drive to deliver world-class service.
About the Client:
The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities and harvesting multiple sources of alpha.
They have a relentlessly focuses on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management.
They employ over 1400 talented professionals in locations around the globe across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis and business management administration and strategy.
They seek candidates who are high-energy self-starters who want to join an investment management firm on the leading edge of the global markets. The management team needs individuals of the highest professional caliber who are leaders, problem solvers, analytic, detail-oriented, and entrepreneurial. Everyone at the firm works side-by-side with the firm's senior partners in a highly collaborative and charged trading floor environment.
Successful candidates are:
Analytic and relentless in pursuit of the right answerStrong communicators who excel at rapid synthesisAble to demonstrate sound business judgmentAble to digest complexity while maintaining an understanding of the "big picture" of business needsTeam players who are energized by a collaborative enterprise
The firm's employees maintain the highest professional and ethical standards. The firm has earned a reputation for honesty, fair dealing, and transparency in a competitive industry. They believe that these standards are the foundation for superior investment performance and are critical to delivering performance to clients.
In accordance with New York City's Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. Base salary does not include other forms of compensation or benefits.
NYC Hedge Fund
J Harlan Group is currently conducting a search for a Quant Researcher - Equity Model Research at a prominent NYC Hedge Fund.
The Equity Model Research team (EMR) is responsible for the tools and analytics required for portfolio construction, risk management, and hedging of the firm's equities portfolios. The customized risk models and hedging framework developed by EMR are central to the firm's ability to manage their business and provide a competitive advantage to their investment teams.
The Equity Model Equity Quantitative Research (EMR) team is part of the Equity Quantitative Research (EQR) which sits at the intersection of fundamental investment approach and quantitative rigor and discipline. Teams of quantitative researchers and developers work together to optimize and scale various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. EQR's teams are small and highly collaborative - each member makes meaningful contributions to the research agenda and direction and has visible impact in firm's investments.
Key ResponsibilitiesResearch portfolio construction and optimization in the context of large complex equity portfoliosApply cutting edge computational techniques and statistical methods to solve complex problemsBuild proprietary risk models for both fundamental and quant equity long short strategiesDevelop econometric and mathematical models to define stress scenarios and estimate the statistical properties of drawdownsLeverage economic models and financial analysis to define fundamental factors driving the cross-section of stock returnsEngage with a variety engineering and research teams to implement analytics in productionWork closely with Portfolio Managers and Risk Managers to understand and incorporate risk metrics and methodologies within the investment processStay up to date on the latest academic and industry research and challenge yourself to continually improve and challenge the way things are doneExplore new and alternative data sources while developing a deep understanding of financial marketsThe idea candidate will have a background including:
Bachelors, Masters, or Ph.D. in Statistics, Mathematics, Operations Research, Economics, or a related fieldAdvanced training in Statistics, Mathematics, Finance/Financial Engineering, or a related fieldStrong mathematical and/or statistical modeling backgroundDemonstrated empirical skill; comfortable with analysis of large datasetsIntellectual curiosity and passion for solving investment problems through the use of technology and fundamentalsDemonstrated interest in or knowledge of investments, including asset pricing, empirical anomalies, and market micro-structurePrevious exposure to a quantitative research role with exposure to equity factor models preferredExperience using statistical packages (e.g., Matlab, R) and experience with programming & scripting languages (e.g., Python, C/C++)They are looking for an individual who loves solving deep and complex investment analysis challenges and wants to have an outsized impact with the products they build and deliver; an individual with a passion for quantitative research within the investment community, high level of intellectual curiosity, a commitment to excellence and an unparalleled drive to deliver world-class service.
About the Client:
The firm is a leading alternative asset manager managing more than $62bn of assets with an outstanding track record of following a comprehensive, multi-strategy approach to investing and allocating capital dynamically to the most compelling opportunities and harvesting multiple sources of alpha.
They have a relentlessly focuses on innovation and integration: innovation in new products, markets and businesses as well as new tools, models and technology management and performance structures; integration of fundamental research, quantitative strategies and technical analysis, all supported by an intensive focus on operational excellence and comprehensive risk management.
They employ over 1400 talented professionals in locations around the globe across portfolio management, trading, credit, research, quantitative strategy, trading technology, investment management analysis and business management administration and strategy.
They seek candidates who are high-energy self-starters who want to join an investment management firm on the leading edge of the global markets. The management team needs individuals of the highest professional caliber who are leaders, problem solvers, analytic, detail-oriented, and entrepreneurial. Everyone at the firm works side-by-side with the firm's senior partners in a highly collaborative and charged trading floor environment.
Successful candidates are:
Analytic and relentless in pursuit of the right answerStrong communicators who excel at rapid synthesisAble to demonstrate sound business judgmentAble to digest complexity while maintaining an understanding of the "big picture" of business needsTeam players who are energized by a collaborative enterprise
The firm's employees maintain the highest professional and ethical standards. The firm has earned a reputation for honesty, fair dealing, and transparency in a competitive industry. They believe that these standards are the foundation for superior investment performance and are critical to delivering performance to clients.
In accordance with New York City's Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. Base salary does not include other forms of compensation or benefits.