Quantitative Researcher - Quantitative Portfolio

New York, New York, United States

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We are looking for a quantitative researcher to join the company's risk modeling team.  In this role, you will design and implement state-of-the-art  models that drive systematic portfolio construction and asset allocation.

You will take on the following responsibilities:

  • Building and enhancing the risk models used in our portfolio construction process, across a range of asset classes (e.g. equities, futures, FX)
  • Studying and implementing the methodologies used to evaluate risk models
  • Analyzing the performance of the company's risk models, researching and implementing meaningful improvements
  • Deploying successful research directly into production
  • Interfacing closely with portfolio managers, with other research teams and with engineering teams across the company

You should possess the following qualifications:

  • An advanced degree in a technical or quantitative discipline, like statistics, mathematics, physics, electrical engineering, or computer science
  • Understanding of statistical estimation, factor modeling, time-series analysis and related topics
  • Experience analyzing large data sets using python, R, or other well-known modeling languages
  • Experience writing production-quality code
  • Strong verbal and written communication skills and a collaborative working style
  • An empirical research mindset and a focus on delivering practical results