Location: New York, New York, United States
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We are seeking a creative and detail-oriented applied quantitative researcher with a strong background in the research and implementation of statistical models to join our team. In this role you will be engaged in an exciting effort to design and implement state-of-the-art quantitative models that drive systematic portfolio construction and asset allocation.
You will explore a breadth of challenges, and your responsibilities will include:
- Contributing to original research on quantitative portfolio models that drive the construction of portfolios that we trade in production;
- Applying analytical and simulation techniques to analyze model performance.
- A strong academic record with preference for a master’s/Ph.D. degree in a quantitative discipline.
- Experience with advanced statistical modeling, numerical methods and research background.
- Strong programming skills (Java, C++ or Python) and experience working with data.
- Thorough understanding in at least some of the following areas: time-series analysis, statistical estimation, Monte Carlo methods, Bayesian techniques, risk factor models, scenario analysis, numerical optimization and optimal control.
- Desirable attributes: creativity, strong communication skills and attention to detail.