Sr. Quantitative Equity Analyst Hedge Fund
Analytic Recruiting - Los Angeles, CA

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Successful Equity Hedge Fund based in Los Angeles is looking for an experienced Quantitative Equity Analyst to work on high visibility projects to generate Alpha and manage risk. This role will involve statistical and optimization techniques, attribution analysis, multi-factor risk models [Barra] to develop and back test investment strategies and optimize return on risk. Applicants should have 2+ yrs of Quantitative Equity Research experience working at a large investment manager or hedge fund with state of the art knowledge of multi factor risk modeling. Candidate will have an advanced quantitative degree from a top school, PhD preferred. Recruiter: Jim Geiger