Senior Quantitative Research Analyst
Sr. Quantitative Research Analyst - Equities New 📅 69022 Requisition # 📅 2 days ago Post Date
Responsible for supporting a global quantitative strategies team (USA, Australia, Hong Kong, Bangalore, and London) in generating cutting-edge quantitative research.
PRIMARY DUTIES AND RESPONSIBILITIES
- Conduct empirical research in public equity markets.
- Conduct applied signal research, portfolio construction research, backtesting and risk assessment of new investment strategies.
- Participate in regular meetings with larger research and portfolio management teams.
- Identify and develop new investment ideas or opportunities.
- Interpret and communicate market dynamics and investment research results to portfolio managers and clients.
- Participate in webinars discussing research outcomes.
- Attend client meetings with sales and client service partners and lead technical discussions.
REQUIRED KNOWLEDGE AND SKILLS
- Strong knowledge of the established asset pricing and factor anomaly literature. Familiarity with seminal works in asset allocation, risk budgeting and risk management also desired.
- Knowledge of investments and the financial markets, usually acquired by an advanced degree and related experience, is required to analyze investment data.
- Solid programming ability in Python and SAS. Exposure to R, Matlab, or other languages desirable.
- Knowledge of traditional RDBMS platforms (Oracle, SQL, etc.).
- Familiarity with Factset and Bloomberg.
- Background in statistics and econometrics: cross-sectional and time series regression analysis, OLS violations, covariance matrix decomposition, volatility models, etc.
- Fundamental knowledge of financial theory including CAPM and violations, APT, Fama-French factors, etc.
- An understanding of machine learning, optimization, transaction cost modelling, or data visualization is a plus.
- Ability to read, interpret and apply academic literature.
REQUIRED EXPERIENCE AND EDUCATION
- Master’s degree in finance, economics, mathematics or related field required.
- 5+ years of quantitative research.
- Buy-side investment management experience preferred.