Part-Time Hedge Fund Expert — AI & Quant Analysis

ixolabs.ai; France; À distance; EUR 120 000 - 180 000; Plein temps

Résumé du poste

ixolabs.ai is seeking a Hedge Fund Expert to refine AI's ability to analyze alternative investments and sophisticated quantitative strategies. You will evaluate complex market data and advise on portfolio construction techniques to support alpha generation.

Ideal candidates have a PhD or Master's in a quantitative field, 8+ years in a hedge fund, and hands-on experience with derivatives and risk models. Proficiency in Python, R or MATLAB is essential.

Qualifications

• Master's degree or PhD in a quantitative field (e.g., Financial Engineering, Mathematics, Economics).
• Minimum 8 years of hedge fund experience in PM, research, or quantitative analyst roles.
• Proven track record in developing and implementing alternative investment strategies or quantitative models.
• Expertise in statistical analysis, econometrics, and programming languages (Python, R, MATLAB).
• Deep understanding of derivatives, options, and complex financial instruments.
• CFA Charterholder or CAIA designation is valued.

Responsabilités

• Evaluate AI-generated analyses of alternative investment strategies (long/short, macro, event-driven, distressed debt).
• Assess AI's understanding of portfolio construction methodologies (risk parity, factor investing).
• Provide expert feedback on AI outputs related to quantitative strategies (stat arb, high-frequency trading, ML in finance).
• Identify and correct inaccuracies in AI's view of hedge fund operations and fees.
• Refine AI interpretation of market signals and volatility for trading decisions.
• Develop training data covering hedge fund regulation (Dodd-Frank, AIFMD) and investor relations.

Connaissances

Statistical analysis

Econometrics

Python

R

MATLAB

Derivatives knowledge

Formation

MSc/PhD in quantitative field

CFA Charterholder

CAIA designation

Description du poste

ixolabs.ai is seeking a Hedge Fund Expert to refine AI's ability to analyze alternative investments and sophisticated quantitative strategies. You will evaluate complex market data and advise on portfolio construction techniques to support alpha generation.

Ideal candidates have a PhD or Master's in a quantitative field, 8+ years in a hedge fund, and hands-on experience with derivatives and risk models. Proficiency in Python, R or MATLAB is essential.