A buy Side quantitative asset manager based in New York is currently looking for a quantitative strategist/researcher who has experience modeling the predicted impact of rebalances and corporate events on the underlying constituents of major US equity indices.
You will be responsible for researching and modeling index methodologies and understanding the impact of various events on underlying constituents.
The ideal candidate will have worked as a Quantitative Strategist and strategized trade ideas pertaining to corporate events (M&A, spin-offs, etc.), momentum and index changes (S&P and MSCI additions/deletions/rebalances).
They should also have experience creating models to track projected index changes, liaising with index providers to understand changes/modifications to index methodology, and performance analysis of index rebalances.
Required experience includes:
· Detailed understanding of index construction methodology for major equity indices
· Experience modeling projected index impact of various corporate events and rebalances
· Technical or quantitative degree, such as statistics, mathematics, physics, engineering, or computer science
· Experience using Matlab for statistical analysis
· Experience with numerical analysis in Python using pandas, numpy, scipy, statsmodels, etc.
· Experience using AWS infrastructure
· Understanding of portfolio optimization
· Knowledge of market microstructure
This is an excellent opportunity o join a highly successful firm with an excellent management team. You will be working with some of the smartest individuals in the quantitative space.
Please note, sponsorship is not provided.
In order to apply please send your CV in WORD FORMAT to firstname.lastname@example.org or call USA: +1 (917) 809 8014