Senior Quantitative Researcher, PM Engagement - Equities

ROLE OVERVIEW

Responsibilities

• Research: Develop models for analysis of investment process, portfolio construction, risk and return attribution for strategies
• Understand team investment processes and how to capture and analyze relevant data
• Develop analysis supported by data for individual teams and/or using data across the business to provide analysis on best practices, insights, and areas to improve risk-adjusted returns
• Propose and substantiate new research ideas that can be delivered to Portfolio Managers/ Business
• Relationships and Advising: Manage relationships with Portfolio Managers and work with them to grow and improve profitability of their business
• Ensure that views/themes are accurately represented within portfolios
• Encourage dialogue/communication around analytics and offensive risk taking as well as risk guidelines
• Communicate analysis and recommendations clearly through face-to-face meetings, presentations, and written documentation with global PM teams focused on equity strategies, as well as business management
• Guide PMs on use of tools, concepts, and leveraging resources/analytics and insights to improve their process, portfolio construction/hedging
• Respond to analytical questions from portfolio managers and senior management related to risk, portfolio construction, investment process
• Guide risk takers on the best practices in portfolio construction and factor management, and educate them about our in-house custom fundamental factors
• Project Ownership: Collaborate with other Quantitative Researchers across Execution Research, Risk Research, Internal Alpha Capture, Data, Product, and Engineering teams on accessing data sets and developing tools that improve Portfolio Managers or Business efficiency, profitability, and understanding of portfolio/risks
• Deliver complex projects with multiple stakeholders
• Provide feedback on tools and help provide specifications for new tools
• Maximize monetization of the team’s research findings

Qualifications

• 7+ years of experience working on a team with experience understanding risk/portfolio construction and analytics related to equity Long/Short or other alternative equity strategies, including at least 2 years of direct interaction with risk takers or in a risk-taking role
• Strong programming skills for quantitative analysis
• Proven advanced Python skills – including knowledge of analytical libraries, structuring navigating complex codebases, and best practices for conducting production-grade research
• Experience developing web-based dashboards and using cloud infrastructure is desirable
• Experience with SQL and APIs for managing and accessing data
• Outstanding written and oral communication/presentation skills, confidence, and ability to influence, coach, educate fundamental PMs
• Interest in learning from other investment experts, using feedback to improve analysis and understanding of strategies
• Understanding of quantitative research & investing
• B.S. in Engineering, Physics, Statistics, Applied Mathematics, Computer Science or Operations Research
• CFA, M.S., or Ph.D. are a plus
• Proven ability to produce quantitative models in real-world applications
• Essential knowledge of Statistics and probability: linear models, hypothesis testing, Bayesian statistics
• Deep exposure to at least one investment style/asset class
• Attention to detail and passion/grit for getting things done, digging into problems, and helping develop solutions
• Sense of ownership and entrepreneurialism to grow the business
• Passion for investing/economics/stock market
• Desire to work with portfolio teams focused on equity strategies