DescriptionWe are a global leader in quantitative statistical arbitrage specializing in developing cuttingedge machine learning models and datadriven strategies to identify and exploit market inefficiencies. With offices in the U.S. China and India our innovative team of researchers technologists and finance professionals pushes the boundaries of quantitative finance.
We are seeking a dynamic detailoriented Director of External Strategies (GAT) to join our team and lead efforts in sourcing evaluating and integrating signals from external individuals with promising quantitative investing strategies and alphageneration ideas. This role offers the opportunity to engage with a diverse set of external partners including quantitative portfolio managers individual researchers and other market experts to identify innovative strategies that align with our style and are additive to our investment objectives.
Responsibilities
- Develop strategies to attract and identify highquality external researchers and quantitative investors with novel alphagenerating strategies.
- Collaborate with the Research Management Team to evaluate promising external strategies through quantitative analysis and backtesting models.
- Negotiate terms of engagement with external managers ensuring alignment with portfolio strategies and performance.
- Maintain relationships with quantitative communities researchers hedge funds and portfolio managers to discover promising and obtainable investment ideas.
- Prepare detailed reports for senior management on external strategies and ensure evaluations align with governance and performance standards.
- Collaborate with internal teams to integrate external strategies into the firms portfolio staying informed on trends in quantitative finance and data science.
Requirements - Masters degree in Quantitative Finance Financial Engineering Mathematics Statistics Computer Science or a related field. A PhD is a plus.
- 5 years of experience in evaluating quantitative alpha ideas managers and strategies for consideration of capital allocation.
- Experience in sourcing and evaluating external investment ideas or collaborating with external partners in a similar capacity.
- Proven experience in quantitative analysis investment research or portfolio management with a strong understanding of quantitative investing strategies.
- Proficiency in programming languages such as Python R or MATLAB for quantitative analysis and modeling.
- Familiarity with data sources tools and platforms used for backtesting and performance evaluation of investment strategies.
Benefits - Competitive salary plus bonus based on individual and company performance.
- Collaborative casual and friendly work environment while solving the hardest problems in the financial markets.
- PPO Health dental and vision insurance premiums fully covered for you and your dependents.
- PreTax Commuter Benefits making your commute smoother.
Required Experience:
Director