Senior Capital Markets Researcher recruitment

Job Description

The candidate will work with the Quantitative Research Group to develop, construct and monitor our liquid market portfolios from a quantitative bottom-up factor perspective. The candidate will also assist in the data processing, forecasting and risk management tasks of the Capital Market Research Group. The candidate must have a strong fundamental understanding of global markets, as well as a strong quantitative background with fluency in Excel and some experience with higher-level technical computing environments such as Matlab. The candidate must also be able to conduct independent research and to pursue investment or trade ideas with moderate direction. The ideal candidate would also have an understanding of fundamental valuation techniques and issues related to pricing derivatives such as options, as well as familiarity with researching market driving factors and hands on investment experience.

Key responsibilities but not limited to:

• Aid in developing and refining current quantitative models

• Research new ideas for models, both independently and as directed

• Focus on bottom-up fundamental factors that drive market returns to aid in running our liquid market portfolios, covering global equity markets and sectors (expressed as ETF’s, futures, or baskets of screened securities), fixed income, commodities and absolute return strategies.

• Support model construction and operation for capital market forecasting, portfolio construction, and hedge fund risk management.

Job Requirements

• Master’s degree or higher from a leading university, with meaningful coursework in finance, economics, engineering, hard sciences or mathematics, - or relevant research and/or trading experience at a hedge fund or investment bank.

• 7-10 years of experience

• Familiarity with high-level programming techniques

• Fundamental understanding of equity and/or credit markets including primary bottom up market drivers

• Demonstrated project management and quantitative modeling skills, with an emphasis on bottom-up fundamental factor modeling versus pure curve fitting

• Solid organizational and computer skills, including proficiency with Word and Excel

• Polished written and oral communication skills

• Familiarity with programming languages such as Matlab

Soft Skills:

• Proactive, self-starting, and strong at following through on tasks

• Methodical, detail-oriented, and dedicated to producing a high-quality work product

• Comfortable in a team-oriented, entrepreneurial environment

• Enthusiastic about client interaction

• Strong intellectual curiosity with a desire for personal growth