Quantitative Research Associate

Location
United States
Salary
Up to 70,000 per year
Posted
Oct 05, 2017
Closes
Nov 04, 2017
Ref
INVESTCORP
Industry Sector
Asset Management
Employment Type
Internship
Education
Masters

The Quantitative Research Associate performs portfolio management-supporting quantitative analysis on a wide range of topics including, but not limited to, portfolio construction, risk management and strategy/factor research, using advanced statistical and computational techniques.

Main Responsibilities:

  • Contribute to the development or enhancement of systematic alternative beta strategies in Equities, Rates, Commodities, FX, or Volatility spaces. Successful contributors will have a positive impact on the overall development cycle from idea generation (through literature review, sensible empirical investigation), to research dataset building (bottom-up and top-down information) and strategy design, testing and documentation.
  • Develop and/or enhance internal portfolio management analytics and systems supporting key phases of the investment process, including portfolio construction and portfolio performance attribution.
  • Source novel external risk premia offering, perform due diligence and issue documented recommendations on factors identified as potentially additive
  • Support client-driven custom projects/advisory missions

Desired Qualifications/Attributes:

  • Strong quantitative and analytical skills (graduate-level course involving advanced quantitative modeling)
  • Extensive programing experience with one or several major statistical packages (Matlab, R, Python)
  • Working Experience manipulating large historical of financial/macro-economic databases/datasets (SQL experience preferred)
  • Working knowledge of industry-leading investment risk management platform (RiskMetrics, Barra, Axioma)
  • Excellent verbal and written communication skills
  • High degree of judgment, initiative, and ability to work independently
  • Commitment to core team values:  honesty, respect, execution