The company is looking for a Quantitative Researcher to support discretionary long/short equity portfolio managers by optimizing portfolio construction, managing risk exposures, and translating quantitative insights into actionable strategies.
Requirements
- strong understanding of equity markets
- strong understanding of long/short strategies
- strong understanding of factor modeling
Responsibilities
- Collaborate with discretionary PMs to design and implement portfolio construction frameworks that align with investment objectives.
- Optimize capital allocation across strategies, sectors, and risk factors using quantitative techniques.
- Ensure portfolios are structured to achieve desired exposures while minimizing unintended risks.
- Develop and maintain custom risk factor models tailored to discretionary long/short equity strategies.
- Integrate third-party models (e.g., Axioma, BARRA) with proprietary analytics to enhance risk visibility and decision-making.
- Monitor factor exposures and provide real-time feedback to PMs on portfolio sensitivities and potential adjustments.
- Serve as a bridge between quantitative research and discretionary investing teams.
Other
- highly skilled Quantitative Researcher
- dynamic team of discretionary long/short equity portfolio managers
- strategic, risk-focused role
- intersection of quantitative modeling, portfolio construction, and fundamental investing
- thrives in a collaborative, high-performance environment
- passionate about applying quantitative techniques to support real-world investment decisions
- work directly with PMs
- not a traditional alpha-generating quant role
- front-office risk and analytics position
- high visibility and direct impact on portfolio outcomes
- excellent communication skills
- ability to work seamlessly with discretionary investors
