Tech Stack

Description

You will join the Portfolio Construction Analytics Team to study drivers of success for Long/Short Equities investment professionals using data and analytics. Your work will help portfolio managers improve their strategies and senior management allocate capital more effectively.

Requirements

• 2+ years experience in quantitative research, portfolio management, or risk management with equities
• Undergraduate, MS or PhD in Finance, Computer Science, Mathematics, Engineering, Physics or other quantitative discipline
• Experience with statistical models and essential methods of quantitative finance
• Proficiency in quantitative programming (Python preferred)
• Highly analytical with strong interpersonal skills

Responsibilities

• Conduct bottoms-up portfolio analysis to identify strengths and weaknesses in idea generation, trading, and construction
• Form top-down views on which strategies offer the best risk/reward for the firm
• Invent new analytics to quantify skill and frameworks for trade-offs between skill and risk
• Quantify market drivers to support pre-trade risk taking and decision making
• Communicate key findings to team, PMs, and Co-CIOs