Prestigious Chicago-based hedge fund specializing in long/short global equities strategies is seeking a Quant Analyst to join their Quantitative Portfolio Management team. Responsibilities will encompass portfolio construction, asset allocation, strategy development & testing and risk modeling.
Applicants should have a top school advanced degree (MS or PhD) with strong background in econometrics, statistics, signal processing or the like. Three plus years experience in quantitative equity research [e.g., stock selection, portfolio optimization, multi factor and alpha modeling] and strong computer skills (Matlab, C++, SQL, Oracle) are a must. This position provides opportunities to do cutting-edge modeling and advance to a portfolio management role. The company offers a very attractive compensation and benefits package,
Refer to Job#16748-EFC and email MS Word attached resume to Gary Teaman, gteaman@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Gary Teaman as your contact recruiter.
