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Careers at HFR, Inc.
 

Careers Opportunities at HFR


Hedge Fund Research, Inc. (HFR) is a research firm specializing in the aggregation, dissemination and analysis of alternative investment information. The company produces HFR Database, the industry's most widely used commercial database of hedge fund performance as well as HFR Industry Reports, a quarterly offering of hedge fund industry stats and graphs. HFR also produces and distributes the HFRX Indices and HFRI Monthly Indices - industry standard benchmarks of hedge fund performance.

HFR is a rapidly growing firm with many exciting career opportunities, both for recent graduates and experienced professionals. We invite you to look through our current openings and contact us for additional details. We offer competitive salaries, health benefits, and 401(k) plans. Our main office is located in the center of downtown Chicago, near public transportation.

We are looking for individuals who will provide a diverse range of talent, perspectives, experience, and backgrounds.

At HFR, our business is built on our people. We work hard to provide a challenging work environment. We believe that to be successful, we must understand our clients and provide solutions for each unique situation.

We are an Equal Opportunity Employer and do not discriminate on the basis of race, color, religion, sex, age, national origin, disability, veteran status, sexual orientation or any other classification protected by Federal, state, or local law.

To apply, email your resume and cover letter to: HFRINC_position@hfr.com


Current Openings
 
Director, Quantitative Index Development   Location: Chicago, Illinois


The position will report to President, Index Division. Primary duties include:

Ideal candidate will develop robust factor replication models for HFR Indices, developed through a combination of academic research and professional experience in hedge fund, index, asset management or structured financial products industry. Models will utilize liquid instruments to produce returns of HFR Indices for use in both licensed and proprietary investment products.

Job Description:
  • Develop quantitative factor replication models for publishing and investible product licensing & creation utilizing HFR indices & database. Models will produce daily performance for broad based index composites
  • Authoritative Academic publication of supporting replication methodology and assist HFR President in client marketing efforts
  • Additional special projects and duties as assigned by supervisor
  • Adhering to all company procedures and policies
  • Representing the company's best interests in their individual actions.
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
Salary: Commensurate with experience

 
Senior Analyst, Quantitative Index Development   Location: Chicago, Illinois


The position will report to President, Index Division. Primary duties include:

Ideal candidate will develop robust factor replication models for HFR Indices. Models will utilize liquid instruments to produce returns of HFR Indices for use in both licensed and proprietary investment products.

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.
  • Proficient communication skills to include publication of supporting replication methodology and assist HFR President in client marketing efforts
  • Additional special projects and duties as assigned by supervisor
  • Adhering to all company procedures and policies
  • Representing the company's best interests in their individual actions.
Job Requirements:
  • Advanced Quantitative Proficiency: MBA or Master's degree with focus in quantitative discipline
  • Experience: General Financial; possibly to include: asset management, mutual fund, financial institution, hedge fund, or index/structured products
  • Programming proficiencies: Mathematica, C/C++, Visual Basic, Fortran, MATLAB or other
  • 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
Salary: Commensurate with experience

Data Entry Specialist   Location: Chicago, Illinois
Job Responsibilities:

This position reports to the Managing Director, HFR, Inc. Primary duties include:
  • Updating financial data/information in HFR Database.
  • Communicating with managers to list new funds in HFR Database.
  • Handling inquiries from customers or fund managers regarding HFR products.
  • Completing special projects as assigned by Managing Director and supervisors.
  • Adhering to all company procedures and policies.
Qualifications Required:

  • High school diploma.
  • At least 1 year experience in a data entry position.
  • Strong data entry skills and attention to detail.
  • Skilled at manipulating data reports and spreadsheets, such as Excel.
  • Strong ability to focus on goals, tasks, accuracy.
  • Strong written and oral communications skills.
  • Able to work within a group, as well as independently.
  • Strong work ethic, results-oriented, flexible, patient and adaptable.
  • Experience within the investment management industry preferred.


Salary: Commensurate with experience

Quantitative Research Intern   Location: Chicago, Illinois


Job Description:

The HFR Inc. Intern will report to President, Index Division. Primary duties include:
  • Evaluate current HFR Index Methodology and become familiar with HFR structure, quantitative analytics and processes.
  • Review representative optimization process and recommend improvements.
  • Propose enhanced stochastic model and effectiveness.
  • Any special projects and additional duties as assigned by supervisor or HFR Inc. leadership.
  • Adheres to all company procedures and policies.
  • Represents the company's best interests in their individual actions.

Job Requirements:

  • Currently pursuing PhD in applied mathematics, physics, or economics.
  • Skilled at manipulating data utilizing tools such as Excel and Access database programs.
  • Able to work independently and with minimal direction.
  • Strong written and oral communications skills
  • Strong organizational skills with a strong attention to detail.










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