Вакансия из Hirify Global, списка международных tech-компаний Для мэтча и отклика нужен Plus
Пожаловаться
Зарплата и рынок
Средняя
$100к-160к/год
$93к$130кмедиана$170к
По похожим ролям (48) ~ $130к/год
На СНГ рынке: $3.7к/мес ($1.2к - $5к)
87
Хорошая вакансия
развернуть
В Company hidden хорошо очерченная роль в количественных инвестициях, работа с систематическими стратегиями и зарплата на уровне рыночного ориентира; главный компромисс - обязательная работа в офисе в Нью-Йорке.
Кликните для подробной информации
Работа в офисеЗарплата по рынкуПонятные задачиСильный брендКвантовые инвестиции
Оценка от Hirify AI
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Подключить Plus
Описание вакансии
Текст:
Hirify AI/Оригинал
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.
Будьте осторожны: если работодатель просит войти в их систему, используя iCloud/Google, прислать код/пароль, запустить код/ПО, не делайте этого - это мошенники. Обязательно жмите "Пожаловаться" или пишите в поддержку. Подробнее в гайде →