We are currently working with a hedge fund manager with an exceptional track record and reputation in the Equity Long/Short investment space. Having spun out of a large multi-manager, this team has quickly amassed a solid and rapidly growing AUM and continues to outperform.Due to strong performance and growth, they are looking to recruit an experienced quant into their investment team. This individual will be responsible for building a Portfolio Construction and Risk Analytics framework for the fundamental long/short portfolio to help analyze risk-taking and improve profitability and scalability.Key Responsibilities:Develop quantitative models for analyzing portfolio risk and performance.Design portfolio construction frameworks to optimize internal alpha capture and risk management.Work closely with the Founder/PM to provide strategy research, share alpha signals and return drivers, and contribute best practices and portfolio construction concepts.Deliver tools, dashboards, optimizers, alpha signals, trade recommendations, and general technology infrastructure to improve alpha.Conduct key performance analytics and quantitative research to enhance strategy profitability and scalability.Required Experience:Proven experience in portfolio optimization, with a strong track record of building optimizers for Long/Short equity portfolios.Strong expertise in risk modeling, including hands-on experience with Barra and Axioma.Experience in building/coding risk models.Expert-level proficiency in Python for tool and model development.Experience in quantitative portfolio analytics, portfolio attribution, earnings tool development, timing analysis, and alpha capture is a plus.To apply, you must have worked with Long/Short discretionary portfolio managers in either a fundamental or quantamental environment. Apply by sending your CV to: quantresearch@octaviusfinance.com
Job Title
Long/Short Quantitative Researcher Equities Hedge Fund