Quant Job in Chicago

Here’s a pretty typical post, in terms of both responsibilities and qualifications, for a hedge fund quant job that just came across our wire from a well-known hedge fund recruiter in New York City.

Quantitative Equities Analyst
Chicago, IL

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 include:

  • Portfolio Construction
  • Asset Allocation
  • Strategy Development
  • Testing and Risk Modeling

This position provides opportunities to do cutting-edge modeling and advance to a portfolio management role. Applicants should have:

  • Advanced degree from a top school (M.S. or Ph.D.)
  • Strong background in econometrics, statistics, signal processing, &c.
  • 3+ years experience in quantitative equity research (e.g., stock selection, portfolio optimization, multi factor and alpha modeling)
  • Strong computer skills (Matlab, C++, SQL, Oracle)

The opportunity to progress into a portfolio manager job is notable: a role with long-term potential at a well-established fund.

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{ 1 comment }

Dr. Michael Bowles September 30, 2008 at 7:33 am

I have a PhD in signal processing from MIT, where I earned a 4.8/5.0 GPA. I have conducted or managed high-tech development projects of many different shapes and sizes. I’m proficient with a variety of computer languages and software packages including C++, C, Fortran, Perl, Excel, R, Numerical Recipes. I have been developing automated trading algorithms for the last 7 years.


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