Quantitative Analyst - Hedge Fund

My client is a market-leading hedge fund renowned for their innovative approach to quantitative investment. Risk Management : Developing risk models and strategies to enhance portfolio resilience. Multi-Factor Modelling : Researching and implementing factor-based models across different asset classes. Transaction Cost Analysis (TCA) : Quantifying and minimizing transaction costs to improve execution strategies. Analyze large datasets to uncover actionable insights across multiple asset classes. Collaborate with portfolio managers, risk teams, and traders to integrate quantitative research into the investment process. Conduct in-depth research on multi-factor models and develop strategies to enhance performance and risk-adjusted returns. A strong academic background with an advanced degree (Master’s, PhD preferred) in Mathematics, Physics, Statistics, Computer Science , or another highly analytical discipline. Proven experience in quantitative research , ideally within a hedge fund, asset management, or proprietary trading environment. Expertise in portfolio construction, risk management, multi-factor modelling, TCA, and/or market impact modelling . Strong programming skills, particularly in Python, R, or MATLAB, with experience in working with large datasets. Familiarity with financial markets, trading strategies, and investment management.