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The Firm's risk management mandate is to work in strategic partnership with Portfolio Managers (PMs) to ensure high-quality performance and risk adjusted returns through strong relationships and collaboration.
The role involves analyzing large structured and unstructured data sets such as internal trade data, risk data, fundamental data, and sentiment data. In doing so, development of quantitative tools and back-test investment ideas will be needed also. We will need someone who can conduct innovative and scientific research to process and analyze new and non-traditional datasets looking for predictive power.
3+ years of experience in a quantitative capacity covering investments, focusing on equities, experience in other asset classes is also useful
Strong background in Statistics and Econometrics
The ability to manipulate and synthesize large data sets
High level of proficiency with SQL
A high-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment