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STATE STREET ASSOCIATES Investment Researcher State Street Associates, LLC (SSA) is a unique partnership of industry and academia dedicated to delivering preeminent research in investor behavior, global asset allocation, risk management, and foreign exchange to investment managers and asset owners. State Street Associates' staff work in a collegiate environment just off Harvard Square, Cambridge, designed to foster creative and groundbreaking thought. Our work is extensively peer reviewed and published in academic and practitioner journals. Our business objectives are to promote State Street's brand as the leading provider of knowledge resources, decision support and advisory services to global investors and provide valuable, proprietary research to clients in support of our sell-side business, State Street Global Markets. Research direction is provided by leading academics from Harvard and MIT. SSA is looking for a researcher to join the Quantitative Markets Research group (QMR). JOB DESCRIPTION - QUANTITATIVE MARKETS RESEARCH GROUP The Quantitative Markets Research group produces cutting edge research and proprietary measures of investor behavior that are used by some of the most sophisticated asset managers in the world. We are looking for quantitative researchers who will play a key role in providing client service and who can contribute to the advancement of our research agenda. The individual will be involved in a variety of tasks, including: development of new information products and original research, responding to client queries, developing illustrative backtests and related applications that utilize our indicators as well as standard factors, and liaising as needed with other internal teams regarding indicator maintenance and quality assurance. This job involves all stages of the research product life cycle: creative ideation, modeling, implementation/coding, communication, and support of existing products. QUALIFICATIONS
Bachelor's degree required (graduate degree preferred) in a quantitative field such as finance, economics, mathematics, physics, or similar fields.
Minimum of 3-5 years of financial and statistical concepts including modern portfolio theory, asset pricing, time-series and cross-sectional econometrics required.
Computer programming experience required. MATLAB, Python, SQL (esp. Oracle PL/SQL), and experience working with large data sets and basic software engineering training preferred.
Excellent written skills and oral communication ability are required; experience in public speaking is desirable.
Ability to explain complex concepts to clients from a variety of backgrounds in a clear, precise, and concise manner.
Ability to independently manage multiple projects and deadlines while maintaining strict attention to detail.
Experience in financial or economic research desirable but not essential; the expectation is that any such knowledge gaps will be filled over time (for instance via CFA examinations).