Senior Quantitative Analyst

We are seeking a Senior Quantitative Analyst to collaborate with team of researchers, developers and portfolio managers to improve the methodology behind models, code and infrastructure that support fundamental research. Specific responsibilities include:

• Collaborate with team of researchers, developers and portfolio managers to improve the methodology behind models, code and infrastructure that support research, with focus on alpha generation, portfolio construction, and implementation.
• Establish, direct and conduct research projects that may include including model building, signal generation, strategy backtesting, risk management and performance measurement. Lead the interpretation, presentation and implementation of results.
• Develop and maintain research methodology and associated procedures and standards.
• Collaborate with quantitative developers to translate research ideas into production software.
• Improve models, code, tools, and infrastructure that support research.
• Explore and evaluate new data sources and modeling techniques.
• Continually develop knowledge of statistics, quantitative modeling techniques, programming, and finance in collaboration with other team members.
• Ensure all activities are in compliance with applicable rules, regulations, policies and procedures.
• Additional responsibilities as requested.

Qualifications: 

• Bachelor’s Degree required; MS or PhD in financial engineering, statistics, applied math, computer science or related quantitative field preferred
• 7+ years of industry experience required, including that as a quantitative analyst or comparable position
• Ability to work with analysts and portfolio managers to reconcile research and development plans with broader business goals
• Ability to provide thought leadership for a team of quantitative analysts and programmers
• Excellent analytical skills, demonstrated from hands-on experience with quantitative methods, statistical analysis and data manipulation
• Deep understanding of the theory and practice of portfolio construction, including asset selection, risk measurement, risk control, portfolio optimization, and performance evaluation
• Experience with development concepts and tools such as software engineering, agile development, change management, application construction, and application deployment
• Expert knowledge of R and Python for programming, statistics, and graphics, especially using packages for financial applications
• Experience using SQL is a plus
• Strong aptitude for working collaboratively in a team environment
• Highly effective verbal and written communication skills