Senior Quantitative Analyst(s)
Our Advances Strategies investment professionals are self-driven and intellectually curious individuals with relevant prior direct investment or capital markets experience. Ideal Quantitative Analyst candidates combine excellent academics, quantitative skills, and market understanding with a deeply practical approach to problem-solving.
Responsibilities:
• Conduct innovative quantitative research with an emphasis on alternative assets across a broad spectrum of credit, equity, and macro strategies.
• Depending on the background and professional experience, candidates will focus on the alpha generation or risk management areas of research:
o Develop cutting edge models to infer on manager’s style, degree of replication, and return predictability.
o Enhance peer-grouping, benchmarking, and performance attribution systems.
o Implement multi-variate methodologies for risk decomposition, stress-testing, and scenario analysis.
Requirements:
• Advanced degree (PhD preferred) with a strong background in finance, econometrics, statistics, signal processing or a relevant advanced degree.
• Excellent programming skills (e.g. Matlab, R, C++).
• Hands on experience at manipulating large datasets.
• 4 - 7 years of professional experience as a front-office quantitative researcher (or portfolio manager) with a hedge fund or asset management firm.
• Direct investment or capital markets experience.
• Ability to work strict deadlines under pressure.
• Excellent team player.
• Strong written and verbal communication skills.
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