Equity Quant: Factor & Risk Research Lead

Verition Fund Management LLC; New York (NY); On-site; USD 150,000 - 200,000; Full time

Job summary

Verition Fund Management LLC seeks an experienced Equity Quant Portfolio Researcher to join their expanding Risk team in New York. The ideal candidate will develop and implement custom factors, review factor exposures, and create tools for Portfolio Managers to manage risk.

Qualifications include a Bachelor’s degree in a STEM field and a minimum of 7 years in quantitative finance or risk management. The role demands strong programming and analytical skills, alongside expertise in the Barra model.

The salary range for this position is between $150,000 and $200,000 USD.

Qualifications

• Minimum of 7 years of relevant experience in quantitative finance or risk management.
• Demonstrated experience with the implementation and customization of the Barra model.
• Proven track record of taking on hands-on roles and responsibilities.

Responsibilities

• Develop and implement custom factors for equity portfolios.
• Review and analyze factor exposures at the PM, strategy, and firm levels.
• Create and maintain tools to support PMs in managing factor risk.

Skills

Quantitative finance

Risk management

Programming skills

Analytical skills

Communication skills

Education

Bachelor’s degree in a STEM field

Tools

Barra model

Job description

Verition Fund Management LLC seeks an experienced Equity Quant Portfolio Researcher to join their expanding Risk team in New York. The ideal candidate will develop and implement custom factors, review factor exposures, and create tools for Portfolio Managers to manage risk.

Qualifications include a Bachelor’s degree in a STEM field and a minimum of 7 years in quantitative finance or risk management. The role demands strong programming and analytical skills, alongside expertise in the Barra model.

The salary range for this position is between $150,000 and $200,000 USD.