Quantitative Research Analyst - Portfolio Implementation
Required skills
Masters or PhD Degree in computer science, statistics, engineering, finance, economics, econometrics, or a related field
Required skills
Minimum 7 years of experience in financial industry performing econometric/statistical modeling of credit with proven ability to build and test models using corporate fundamentals
Required skills
Proficiency with Python programming
Required skills
Excellent analytical and quantitative skills, with strong attention to detail and ability to drive results
Required skills
Self-starter who is accountable and motivated by collaborating with PMs and offering robust, scalable solutions to them
Required skills
Strong verbal communication skills with ability to articulate issues and solutions to portfolio managers, credit researchers and developers
Preferred skills
Experience in predicting returns, modeling individual sectors and companies
Preferred skills
Exposure to non-traditional modeling techniques ("machine learning")
Technologies
Python
Responsibilities
working closely with portfolio managers on portfolio construction
Responsibilities
developing new signals for alpha generation in Credit and other related asset classes
Responsibilities
implement these signals and techniques in portfolios
Seniority
Experienced
Domain
Fixed Income, Credit, Systematic Investing
