Senior Analyst, Model Integration
Acadian Asset Management LLC is a Boston-headquartered investment management firm with wholly owned affiliates located in Singapore and London. As of March 31, 2013, the firm managed approximately US$57 billion on behalf of major pension funds, endowments, foundations, governments and other investors based in the U.S. and abroad.
Position Overview:
Do you have top caliber programming, (big) data analysis and critical thinking skills? Are you interested in building quantitative finance models or solving interesting problems? We are looking for a Senior Analyst to work in collaboration with the Research, Portfolio Management and Data teams to develop and implement new models, architect solutions and build powerful analytic tools.
Responsibilities:
This role is part of Acadian’s investment team and the individual will partner with researchers to build tools and systems to execute, analyze and validate Acadian’s forecast models. Responsibilities include:
- Implement and enhance Acadian’s statistical equity models.
- Critically evaluate model and signal construction techniques.
- Apply advanced algorithms from the field of quantitative finance, computational science, etc. into robust production quality software solutions.
- Advance and maintain the software that drive Acadian’s quantitative stock factor and macro model forecast models and visual analysis systems.
- Implement new modeling tools and models in research and production environments.
- Maintain and organize processed forecast data and facilitate access for the investment team.
Qualifications:
- Superior software design and programming skill to move quickly from concept to solution; familiar with SDLC methodologies.
- World-class analytic skills and the ability to clearly articulate your approach, process and results in verbal, graphical and written form.
- Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment.
- Drive and humility to deliver on high value projects and roll up your sleeves attitude.
- Graduate degree with outstanding academic record in engineering, computer science, statistics, physics, finance or a similar discipline.
- Demonstrated interest in financial markets; experience with such markets and CFA charterholder is a plus.
- Highly motivated, results oriented and able to function with a low level of supervision in a fast-paced, collaborative and team-based environment.
- Ability to quickly and independently learn and master financial and statistical concepts.
- Excellent problem solver.
- Hands on development experience of at least two of: Python (Numpy, Scipy, Pandas), Matlab, SQL, ETL, Hadoop, Java, Scala, C++/C#, Matlab or R.
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