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Job Description
About the Role
Lead algorithmic trading strategy development for hedge fund managing $20B+ assets. Combine financial modeling with machine learning to optimize portfolio performance.
Responsibilities
- Develop predictive market models
- Supervise team of 15 quants/researchers
- Implement high-frequency trading algorithms
- Analyze alternative data sources
- Optimize risk management frameworks
- Present strategies to investment committee
Requirements
- PhD in Quantitative Finance or Physics
- 8+ years hedge fund experience
- Expertise in Python/R and C++
- Deep knowledge of derivatives pricing
- CFA or FRM certification
- Published research in quantitative finance
Benefits
- 20% performance bonus
- Private equity co-investment
- First-class travel to global offices
- Luxury car allowance
- Family financial planning services
- Penthouse office views
About the Company
Elite quantitative investment firm combining academic rigor with Wall Street expertise. Flat hierarchy valuing data-driven decisions.
Job ID: quantitative-research-director-ztH3k
