Key skills
Python
About this role
Role Overview
- Monitor daily P&L across L/S SMAs
- Decompose returns by signal, factor, sector, and idiosyncratic components
- Diagnose drawdowns and performance divergence across accounts
- Run factor and risk decompositions
- Identify unintended exposures and style drift
- Work with alpha researchers and traders for signal performance evaluation
- Build and refine performance monitoring tools and dashboards
Requirements
- Minimum of 3+ years of experience in quantitative equities
- Direct Long/Short experience at a hedge fund, asset manager, or sellside quant desk
- Strong understanding of equity factor models
- Proficiency in portfolio optimization and risk models
- Experience in performance attribution and signal evaluation
- Strong Python skills; ability to work with large datasets
Tech Stack
- Python
Benefits
- Comprehensive Total Rewards package
- Health, wellness, and work-life offerings
- Superior retirement program