
Equity Quant Researcher: Strategy & Portfolio Optimization
Sartre Group, New York, NY, United States
A leading hedge fund in New York is seeking a quantitative researcher to join its global team. The role involves portfolio construction, optimizing equity strategies, and conducting detailed research to evaluate risk through advanced quantitative models. Candidates should have a Master's or Ph.D. in a quantitative field and proven experience in algorithmic trading. A generous compensation package and strong opportunities for career progression are offered.
#J-18808-Ljbffr