Quantitative Researcher - Systematic ESG Strategy - Hedge Fund
New York
Our client, a multibillion AUM Hedge Fund, is currently seeking a Quantitative Researcher to join a team running a Systematic strategy relating to ESG and Index Rebalancing.
The Portfolio Manager has experience successfully implementing this strategy at some of the leading Investment Banks and Hedge Funds in the world.
Responsibilities
- Assist in ESG data vendor due diligence
- Conduct quantitative analysis on topics related to ESG investing
- Help identify trading / investment opportunities and support integration of ESG data into our existing framework
- Stay well-informed about the latest sustainability-related regulations, market trends and academic research
About you:
- 3+ years' experience working as a Quant or Data Scientist at a Hedge Fund or Asset Manager
- Mathematics, Physics or similar degree from an elite university
- Strong skills in Python (scientific stack), SQL, and other relevant languages/tools