Prestigious asset management firm specializing in "long-only" and "long-short" equities strategies is seeking a Quant Research Analyst to join their team. Reporting directly to the firm's principals, the analyst will develop cutting-edge models and lead research into market inefficiencies, pricing and expectational data.
Applicants should have a top school PhD with strong background in econometrics, statistics, or the like. Three plus years experience in quantitative equity research [e.g., portfolio optimization, multi factor, attribution and alpha modeling] and experience with statistical packages are a must. The company offers a very attractive compensation and benefits package.
Refer to Job#16831-EFC and email MS Word attached resume to Gary Teaman, gteaman@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Gary Teaman as your contact recruiter.
