Job Description
Join Apex Global Capital, a premier investment firm at the heart of the New York financial district. We are seeking a sophisticated Quantitative Analyst to lead our algorithmic trading and risk modeling initiatives. You will work at the intersection of high-frequency data and strategic financial foresight, helping to drive institutional investment performance in a fast-paced, intellectually demanding environment.
Responsibilities
- Develop and maintain robust quantitative models for high-frequency trading strategies.
- Perform rigorous back-testing on financial instruments to validate investment hypotheses.
- Collaborate with cross-functional teams to integrate risk management frameworks into existing portfolios.
- Analyze large-scale market data sets to identify alpha-generating opportunities.
- Provide technical leadership in the automation of complex financial reporting workflows.
- Maintain compliance with SEC and internal firm standards regarding algorithmic model usage.
- Advise stakeholders on data-driven portfolio optimizations and hedging strategies.
Qualifications
- Master’s degree or PhD in Financial Engineering, Statistics, Mathematics, or a related quantitative field.
- 5+ years of experience in quantitative analysis within the banking or hedge fund sector.
- Expert-level proficiency in Python, R, or C++ for financial modeling.
- Deep understanding of derivative pricing, stochastic calculus, and volatility modeling.
- Experience managing large-scale time-series datasets using SQL or NoSQL databases.
- Proven ability to translate complex statistical findings into actionable business strategy.
- Strong problem-solving skills and the ability to work under pressure in a collaborative setting.