Company Description Make an impact at a global and dynamic investment organization
- Stimulating work in a fast-paced and intellectually challenging environment
- Accelerated exposure and responsibility
- Global career development opportunities
- Diverse and inspiring colleagues and approachable leaders
- A hybrid-flexible work environment with an emphasis on in-person collaboration
- A culture rooted in principles of integrity, partnership, and high performance
- An organization with an important social purpose that positively impacts lives
Job Description
Team Description
Accountabilities
- Design and build infrastructure related to alpha research, portfolio construction research and optimization methods
- Research alpha generation techniques for stock selection using fundamental data and theory
- Analyze global long/short portfolios using quantitative techniques
- Evaluate portfolio implementation and execution strategies
- Conduct research on different portfolio construction and risk modeling approaches
Qualifications
- Masters or PhD in finance, statistics, economics, engineering or other quantitative discipline
- 2-5 years experience applying quantitative techniques in finance, with experience at an asset manager or hedge fund preferred
- Experience with quantitative stock selection strategies and multi-factor risk models
- Strong programming expertise in Python or similar language
- Experience using SQL or other relational databases
- Experience with financial datasets would be an asset
- Detail oriented
- Strong problem solving and quantitative skills with demonstrated intellectual curiosity
- Solid verbal and written communication skills
- Exemplifies our Guiding Principles of Integrity, Partnership and High Performance
Additional Information LinkedIn Career Page Follow us LinkedIn.
Our Commitment To Inclusion And Diversity
Disclaimer
