Quantitative Portfolio Asset Allocation Quant – Data Mining/Machine Learning
JOB DESCRIPTION:
As Investment Strategy Groups for Wealth Management continues to grow and become increasingly more competitive within tougher markets, an expansion hire is in store for one of the largest firms (per AUM) in the world. They need to add an experienced computer scientist data miner for the Portfolio Investment Research team. This team needs an expert Computer Scientist to help with large data extractions to help with the trading strategies for proprietary portfolios. This is an immediate hire but the team is only considering candidates with exceptional and relevant backgrounds.
Location: New York, USA.
The role:
- Extract large data sets and consolidate for in-house portfolio construction projects.
- Machine learning and data mining for specific trading strategies and portfolios
- Build quantitative models to enhance overall portfolio performance.
- Enhance and build new prototypes for asset allocation strategies.
- Work very closely with quantitative portfolio managers (PMs) to make enhancements.
Requirements:
- At least 1-10 years quant portfolio research experience.
- PhD in either Statistics or Computer Science and MS in either Statistics or Computer Science from a leading quantitative school and with a strong GPA (you must have these qualifications)
- Proven track record of research work i.e. investment focused publications or documents.
- Machine learning/data mining
- Able to communicate and interact with the business effectively.
In return they are offering:
- A huge opportunity to attain significant progression within a leading quant fund.
- Very profitable and exciting econometrics statistical investment research buy side exposure.
- Direct impact on the business that ultimately means hands on exposure.
- Excellent opportunity to be groomed into becoming a portfolio manager.
- Career advancement and competitive compensation structure.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: portfolio research, investment strategy, quant research, machine learning, data mining, quantitative asset allocation, investment Portfolio Research Group, investment analyst, white paper research, quantitative research, portfolio manager, portfolio management, investment research, database, econometrics, portfolio analysis, portfolio optimization, portfolio construction.
APPLY | quant.americas@gqrgm.com
VISIT US | www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from only well-qualified persons. Please ask for James Friend in our LA office (310 807 5030). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
GQR Global Markets
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