We are looking for a Senior Analyst to join our newly formed Multi-Asset Class team. This is an exceptional opportunity to help build a new multi-asset research effort at the firm as part of a small entrepreneurial team. The team will focus on all major global asset classes including, but not limited to Equities, Fixed Income, Currencies, Commodities and Options / Volatility. The successful candidate will be integral to developing the platform and infrastructure for quantitative models used in our portfolios. As a member of the investment team, this person will closely collaborate with PMs, quantitative researchers and integration analysts to implement and validate models and build out data and software systems.
Responsibilities :
- Build systems to gather, cleanse and integrate data from various sources for research and modelling needs
- Implement, validate and enhance our multi asset class data platform and model infrastructure
- Build, test and enhance new forecast models, portfolio construction methods and risk analytics
- Apply advanced algorithms from the field of quantitative finance, computational science, etc. to assist in the research of macroeconomic and financial variables
- Partner with quantitative researchers to build tools and software libraries to advance forecasting platforms
Qualifications :
Minimum 5 - 10 years of experience as a quantitative developer for an investment firmBachelor's degree with an outstanding academic record in a technical field such as mathematics, science or engineering; Master's degree strongly preferredHands on development experience with at least two of the following Python (Numpy, Scipy, Pandas), Matlab, SQL, ETL, Hadoop, Java, Scala, C++ / C# or R.Proficiency in multi-asset class data series and operating data delivery platformsSuperior software and database design and programming skill to move quickly from concept to solutionWorld-class analytic skills and the ability to clearly articulate the approach, process and results in verbal, graphical and written formCreativity, enthusiasm, collegiality and the ability to excel in a self-starting environmentDrive and humility to deliver on high value projects and roll up your sleeves attitude