A highly regarding quantitative Equity investment team is currently looking to add an associate to their investment team.
As a team you are responsible for the day to day management of the equity portfolios and will also participate in the portfolio construction process.
The firm is a leading global asset manager with a solid presence in the quantitative investment space and you will be working in a team of 5.
Your Responsibilities will include:
• Developing and implementing equity systematic stock selection strategies
• Building systematic trading platforms in Python
• Back-testing infrastructure for daily as well as intraday simulations involving execution modelling.
• Building portfolio optimization frameworks
• Creating factor risk models used for back testing and live monitoring
• Development of new portfolio management tools
• Assisting in quantitative fund management
In order to apply you should have:-
• Solid statistical programming skills :- Matlab/SQL/R
• Some experience working as a quant analyst/researcher from an equity perspective
• Have experience within factor model construction, dynamic factor rotation, optimization and risk modelling.
• Be fully approved to work in the US.
• Have a PHD/MSC in a quantitative capacity from a leading school.
• Understanding of Factor based modelling.
This is an excellent opportunity to join a team who a well-regarded, will offer excellent training and career progression.
In addition there is an salary package on offer. Prior buy side experience preferred.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org or call +1 (917) 809 8014
Interviews have already begun to take place.