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7 дней назад

Asset & Wealth Management, Quantitative Investment Strategies, Liquid Alternatives, Associate - New York (Quantitative Investment Strategies)

100 000 - 160 000$
Формат работы
onsite
Тип работы
fulltime
Грейд
junior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Asset & Wealth Management, Quantitative Investment Strategies, Liquid Alternatives, Associate - New York (Quantitative Investment Strategies): Conducting quantitative research and developing systematic strategies that replicate hedge fund and private asset return drivers in liquid, investable form with an accent on financial econometrics, alternative assets, and large-scale data analysis. Focus on building cross-asset trading strategies, backtesting and monitoring portfolios, and enhancing research infrastructure for risk analysis.

Location: New York, NY, United States; onsite office role

Salary: $100,000–$160,000 base salary per year, plus potential discretionary bonus.

Company

hirify.global is a global investment banking, securities, and investment management firm providing investment and advisory solutions across asset classes, industries, and geographies.

What you will do

  • Conduct quantitative research on hedge fund and private asset return data to identify replicable return drivers.
  • Help develop cross-asset systematic trading strategies for factor-tracking portfolios.
  • Analyze large structured and unstructured datasets to generate insights for systematic investment strategies.
  • Contribute to research and portfolio management infrastructure, including strategy backtesting, performance monitoring, and risk analysis.
  • Work with portfolio managers and researchers on the innovation and growth of liquid alternative investment strategies.

Requirements

  • Bachelor’s, Master’s, or PhD in financial engineering, statistics, mathematics, physics, computer science, or a related quantitative discipline.
  • 0–3 years of relevant experience, including internships.
  • Strong foundation in statistics, linear algebra, and calculus.
  • Strong programming skills in Python, Matlab, R, C++, or another programming language.
  • Excellent analytical and quantitative skills with strong attention to detail.
  • Ability to work collaboratively in a fast-paced, team-oriented environment.

Nice to have

  • Experience applying machine learning techniques to financial or time-series data.
  • Familiarity with systematic investing, factor models, or alternative asset classes.
  • Experience building or maintaining research infrastructure, including version control, testing, and data pipelines.
  • Intellectual curiosity and a creative approach to problem-solving.

Culture & Benefits

  • Training and development opportunities, firmwide professional networks, wellness programs, and personal finance offerings.
  • Competitive benefits generally available to eligible active, non-temporary, full-time and part-time US employees working at least 20 hours per week.
  • Commitment to diversity, inclusion, and reasonable accommodations during the recruiting process.

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