full-time
Quantitative Researcher
Durlston Partners
- Employer
- Durlston Partners
- Location
- New York
- Working pattern
- on-site
About the role
Design and build portfolio construction and risk management frameworks, develop investment models, and conduct evidence-based research into market behavior. Monitor portfolios for emerging risks and manage exposures during unexpected volatility. Requires a bachelor's, master's, or PhD in a STEM discipline and 2 to 6 years of quantitative experience at a bank, asset manager, or hedge fund. Essential qualifications include systematic experience in FICC or related markets, portfolio construction experience, and strong Python programming skills; signal generation and volatility experience are advantageous.