Hedge Fund Research, Inc. (HFR) is a research firm specializing in the aggregation, dissemination and analysis of alternative investment information.

Current openings for MBA at HFR (23/1/2016)

1. Director, Quantitative Index Development
Location: Chicago, Illinois

Job Requirements:

Advanced Academic Quantitative Proficiency: PhD preferred, MBA or Master's degree with focus in quantitative discipline

Experience: 5+ years preferred in hedge fund, asset management or index/structured products

Programming proficiencies: Mathematica, C/C++, Visual Basic, Fortran, MATLAB

Software/Date proficiencies: (SQL), FoxPro (dBase), Bloomberg, Reuters

Able to work independently and with minimal direction

Strong written and oral communications skills

Strong organizational skills with a strong attention to detail

Strong work ethic, results-oriented, flexible patient and adaptable

Job Description:

Develop quantitative factor replication models for publishing and investible product licensing & creation utilizing HFR indices & database.

2. Senior Analyst, Quantitative Index Development
Location: Chicago, Illinois

Job Requirements:
Advanced Quantitative Proficiency: MBA or Master's degree with focus in quantitative discipline

Job Description:

Develop quantitative factor replication models for publishing and investible product licensing utilizing HFR indices & database.

Models will produce daily performance for broad based index composites.