Mondrian Alpha are engaged in an exciting search for a top performing multi-strategy hedge fund. The firm manages a large AUM and has a record of consecutive years of strong performance with double-digit returns.
The firm is known for its outstanding Quantitative Research group, which sits at the intersection of quantitative and fundamental research. The team is looking to hire a Quantitative Researcher, specialized in US equities, who will be involved in the development and customization of multi-factor models. The successful candidate will also play a key role in researching and implementing techniques for portfolio construction and portfolio optimisation.
This is a unique opportunity for you to join a highly successful firm on the buy-side, in a role that will see you make a substantial impact on investment strategies. If you are looking for your next career step in a research-led position, this would be the perfect opportunity for you to contribute to the development of highly sophisticated multi-factor models, factor analytics and portfolio research techniques.
The ideal candidate needs experience in a quantitative research role with exposure to multi-factor risk models and portfolio construction/optimisation research.
The structure of the firm allows for multiple progression opportunities, both vertically within the Quantitative Research team, as well as transversally into other aspects of the business. For this role, the firm can offer a base salary up to $300K + industry-leading bonus.