SAC takes a rigorous, quantitative approach to risk management and this has been a fundamental factor leading to the firm’s success. The approach enables the firm to protect itself in its trading activities while also identifying and exploiting profit opportunities as they arise. As part of the continued development of this function, the firm is looking to hire a gifted, self-starting Quantitative Analyst to work in the existing Alpha Capture team. This person will be responsible for identifying and testing factors that lead to excess return generation by Portfolio Managers in SAC’s discretionary long / short activities.
Specific responsibilities will include:
Our ideal candidate will have a PhD in empirical finance, statistics, economics, or computer science/machine learning. The candidate should have a reasonable understanding of the long/short discretionary business, cash and equity derivatives markets, and market microstructure. The candidate should possess outstanding empirical research skills with expert-level knowledge, skills and experience in the following technical areas:
The successful candidate will be highly technical, analytical, self-motivated, and capable of continually proposing and testing new hypotheses and research. At the same time, the individual will have strong interpersonal and communication skills, and will thrive on working in a team-oriented environment.
Please email your resume to firstname.lastname@example.org