Job Description
Are you a brilliant analytical mind ready to redefine alpha generation? Apex Quantitative Management is seeking a Senior Quantitative Portfolio Analyst to join our elite investment team in New York City. In this role, you will sit at the intersection of data science, financial engineering, and active portfolio management, directly influencing our multi-billion dollar trading strategies.
We provide a state-of-the-art technology stack, access to massive historical and alternative datasets, and a highly collaborative, intellectually stimulating environment where your models directly impact trading outcomes.
Responsibilities
- Develop, backtest, and implement sophisticated quantitative models to optimize multi-asset portfolios.
- Conduct deep-dive research into alternative datasets to identify novel, uncorrelated alpha sources.
- Collaborate with data and infrastructure engineers to build scalable, high-performance backtesting pipelines.
- Monitor portfolio risk metrics, performing real-time stress testing and scenario analysis.
- Analyze execution costs and market microstructure to minimize slippage and trading drag.
- Synthesize complex mathematical concepts into actionable insights for senior portfolio managers.
Qualifications
- Master's or Ph.D. in a highly quantitative field (Mathematics, Physics, Computer Science, or Quantitative Finance).
- Minimum of 3-5 years of professional experience in quantitative research, asset management, or a proprietary trading firm.
- Advanced proficiency in Python (specifically NumPy, Pandas, and Scikit-learn) and SQL.
- Strong grasp of financial mathematics, including stochastic calculus, portfolio theory, and statistical modeling.
- Proven experience working with large-scale structured and unstructured datasets.
- Exceptional communication skills with the ability to articulate highly technical concepts to diverse stakeholders.