Our Client is a leading investor in the world's financial markets. For over a quarter of a century, they have sought to deliver market-leading investment returns to capital partners. Today they are one of the world's largest alternative asset managers with over $30 billion in investment capital and are responsible for one in five stock trades in the US.
If you aspire to:
- Drive impact every day with fundamental Portfolio Managers and Analysts
- Mix quantitative disciplines, fundamental insights and creative problem solving to build tools that bring trading strategies to life
- Work in a team environment that closely integrates trading, quantitative research, and technology
- Work on meaningful projects that directly impact global markets
- Invest in a career with purpose
If you've got an interest in:
- Working directly with business leadership to make decisions about risk, portfolio construction, and technology that will directly impact Portfolio Managers and Analysts
- Liaising with Quantitative Research teams and Fundamental Portfolio Managers and Analysts to apply appropriate quantitative and risk tools to successfully impact existing strategies
- Conducting research and statistical analyses in the evaluation of securities including portfolio construction, multi-factor modeling, TCA and Market Impact Modeling
- Working with Portfolio Managers' investment decisions with ad hoc statistical analyses leveraging proprietary tools and data and conduct research and automation of discretionary strategies within the relevant equity markets
Requirements:
- BS or MS in a relevant and highly-analytical field (mathematics/statistics, finance/economics, engineering and/or computer science) with a strong academic record from a top tier university
- Prior highly-relevant financial industry experience in quantitative research/analytics, trading research, risk research, or portfolio management
- Demonstrated proficiency in statistical methods and a background demonstrating strong analytical problem solving skills, including but not limited to engineering, statistical modeling, computer programming, scientific laboratory course work, or similar independent research or thesis
- Experience developing factor models
- Experience with portfolio construction, risk models, and TCA/ transaction cost and market impact models
- Experience creating and using algorithms to meticulously investigate and work through large data or error-checking problems
- Hands on coding in Python
- Leadership skills with the ability to work closely with fundamental businesses and cross-functional groups to deliver results on aggressive timelines
- Exemplary communication skills with the ability to communicate advanced concepts in a concise and logical way to technical and less technical audiences
- Commitment to excellence and rigorous attention to detail
