Quant Researcher: Alpha Capture & Portfolio Optimization

A leading multi-strategic hedge fund in New York is seeking a professional to contribute to the establishment of a sophisticated Internal Alpha Capture and Central Risk Book system. You will be responsible for developing core logic to optimize alpha streams and ensure effective capital allocation in response to market conditions. This is an excellent opportunity for those with expertise in Central Risk Book or Alpha Capture projects to join a strategic, multi-hire build-out team. #J-18808-Ljbffr