Quantitative Research Analyst
Core
Developing and managing quant/fundamental blend equity strategies by enhancing stock selection models and portfolio construction methodologies.
Role type
Quantitative Research Analyst
Builds
Quantitative equity strategies for a $27bn AUM business
Domain
Financial Services / Quantitative Equity
Deliverable
production ML models | product features
Required skills
Python, Matlab, R, SQL, C#, quantitative equity portfolio construction theory, statistical analysis on large datasets, financial data software (Bloomberg, FactSet), Axioma, Barra, Northfield
Preferred skills
Graduate education in relevant field
Responsibilities
Lead independent research projects to evaluate stock selection factors and improve model estimation algorithms; Write production code to enhance research and portfolio management processes; Attend conferences and monitor academic/practitioner research to generate ideas; Provide quantitative analyst perspective to Global Sector Teams via backtesting and portfolio construction analysis
Seniority
Mid-Senior, hands-on IC