Senior Quantitative Researcher, PM Engagement
Core
Coaches equity Portfolio Managers on portfolio construction, provides analytics and insights into portfolio and process, and helps them grow their business to be successful/profitable.
Role type
Senior IC quantitative researcher (equity PM engagement)
Builds
Analytics and tools to support and grow the equities business
Domain
Equity investing, portfolio construction, risk management
Deliverable
production ML models
Required skills
quantitative analysis, statistical analysis, Python (time series, data management), SQL, factor models, risk/return attribution, portfolio construction concepts
Preferred skills
experience with alternative equity strategies, advanced degree in sciences/math/quantitative discipline, software development process knowledge
Technologies
Python, SQL, GitHub
Responsibilities
Develop models for analysis of investment process, portfolio construction, risk and return attribution; Respond to analytical questions from portfolio managers and senior management related to risk, portfolio construction, investment process; Collaborate with other Quantitative Researchers across Risk & Development, Data, Product and Engineering teams on accessing data sets and developing tools; Guide PMs on use of tools, concepts and leveraging resources/ analytics and insights to improve their process, portfolio construction/ hedging
Seniority
Senior, hands-on IC