Equity Quant Portfolio Researcher

Verition Group LLC
New York, US

Why this role

Pace
Steady
Collaboration
High
Autonomy
Medium
Decision Impact
Team
Role Level
Individual Contributor

What success looks like

  • custom factor development
  • enhanced risk management
Typical background
quantitative financerisk management

Transferable backgrounds

Skills & requirements

Required

quantitative financerisk managementfactor analysis

Preferred

Barra model customizationportfolio management

Stack & domain

PythonBarra modelFinance

About the role

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

Our Risk team is expanding and seeking an experienced Equity Quant Portfolio Researcher. This role is pivotal in developing and implementing custom factors, reviewing factor exposures across various levels, and creating tools to aid Portfolio Managers…

Similar roles