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One of the largest Global Asset Managers is determined to expand its quantitative research and modeling team. This team is front-office facing, as they sit on the trading floor and provide quantitative strategy advisory to the portfolio managers in all assets classes. In addition, the team is increasing efforts to drive investment strategy by utilizing big data and machine learning.
The Quantitative Researcher will:
Develop quantitative models for expected risk and return for all assets
Utilize machine learning techniques to support investment decision making for fixed income and various other assets.
Performs quantitative analysis and provide strategy support for alpha generation
Prepare statistical analyses for clients and senior management
Analyze investment issues and the relevant implications for portfolio constructions, allocation strategies, and investment advisory.
Candidates are expected to have:
An advanced degree in a financial or quantitative field such as Data Science, Financial Engineering, or Computer Science
Fixed income knowledge
MATLAB, Python, and SQL skills
Understanding of macro-economics
Familiarity with optimization techniques similar to stochastic programming
If interested, don't hesitate to apply!
Internal Number: 6126619
About Selby Jennings Buyside
eFinancialCareers is a career site specializing in financial services.