Quantitative Research Associate
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.
- 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
- 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
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