Multi-Asset Quantitative Researcher, Vice President

About the role

Lead quantitative research in macro investment strategies using sophisticated techniques with a focus on generating alpha. Generate, research and implement investment ideas from A to Z, including – developing hypotheses, gathering and analyzing data, building sophisticated models and implementing research code. Integrate traditional and alternative datasets. Present research results in a clear manner to entire team and externally. Communicate with other researchers, portfolio management, and research engineering to enhance research and portfolio management process.

Responsibilities

• Lead quantitative research in macro investment strategies using sophisticated techniques with a focus on generating alpha.
• Generate, research and implement investment ideas from A to Z, including – developing hypotheses, gathering and analyzing data, building sophisticated models and implementing research code.
• Integrate traditional and alternative datasets.
• Present research results in a clear manner to entire team and externally.
• Communicate with other researchers, portfolio management, and research engineering to enhance research and portfolio management process.

Requirements

• A Bachelors, Master’s or PhD degree in technical discipline.
• 3+ years of experience in quantitative investment management focusing on alpha signals.
• Expertise in sophisticated quantitative investment modeling techniques and knowledge of relevant academic literature – experience with machine learning preferred.
• Strong knowledge of derivatives – experience with derivatives research preferred.
• Experience with alternative datasets and intra-day financial data preferred.
• Deep understanding of and intuition for financial markets and the macro environment.
• Very strong coding skills in Python.
• Strong ability to present sophisticated research results in a clear manner.
• Team player with a passion for research and a sense of humility.

Qualifications

• A Bachelors, Master’s or PhD degree in technical discipline.
• 3+ years of experience in quantitative investment management focusing on alpha signals.
• Expertise in sophisticated quantitative investment modeling techniques and knowledge of relevant academic literature – experience with machine learning preferred.
• Strong knowledge of derivatives – experience with derivatives research preferred.
• Experience with alternative datasets and intra-day financial data preferred.
• Deep understanding of and intuition for financial markets and the macro environment.
• Very strong coding skills in Python.
• Strong ability to present sophisticated research results in a clear manner.
• Team player with a passion for research and a sense of humility.

Skills

• Expertise in sophisticated quantitative investment modeling techniques and knowledge of relevant academic literature – experience with machine learning preferred.
• Strong knowledge of derivatives – experience with derivatives research preferred.
• Experience with alternative datasets and intra-day financial data preferred.
• Deep understanding of and intuition for financial markets and the macro environment.
• Very strong coding skills in Python.
• Strong ability to present sophisticated research results in a clear manner.

Benefits

BNY offers highly competitive compensation, benefits, and wellbeing programs rooted in a strong culture of excellence and our pay-for-performance philosophy. We provide access to flexible global resources and tools for your life’s journey. Focus on your health, foster your personal resilience, and reach your financial goals as a valued member of our team, along with generous paid leaves, including paid volunteer time, that can support you and your family through moments that matter.

Pay

The base salary for this position is expected to be between $87,000 and $121,000 per year at the commencement of employment. However, base salary if hired will be determined on an individualized basis, including as to experience and market location, and is only part of the BNY total compensation package, which, depending on the position, may also include commission earnings, discretionary bonuses, short and long-term incentive packages, and Company-sponsored benefit programs.

Schedule

This position is at-will and the Company reserves the right to modify base salary (as well as any other discretionary payment or compensation) at any time, including for reasons related to individual performance, change in geographic location, Company or individual department/team performance, and market factors.