Quantitative Analyst
Company: Geode Capital Management
Location: Boston
Posted on: January 13, 2020
Job Description:
Duties: This position is part of our quantitative research team
whose main focus is the development of systematic investment
strategies. Works with portfolio managers and research teams
providing multiple aspects of product and portfolio management
support associated with existing strategies and expected growth in
customized solutions. Primary Responsibilities: Researches and designs tactical and
strategic asset allocation frameworks. Produces global equity
security selection investment strategies. Creates and/or assists in
creating client collateral. Communicates results with internal and
external stakeholders. Contributes to quantitative investing
research agendas and processes for asset classes. Develops
investment strategies based on neural network techniques. Maintains
and upgrades research technologies, platforms, and DevOps
pipelines. Coordinates research interactions with technology teams.
Mentors interns and project-based co-op students. Requirements: Bachelors degree (or foreign education equivalent)
in Mathematical Finance, Mathematics, Finance, Engineering,
Statistics, Economics, or a closely related field and three (3)
years of experience in the job offered or three (3) years of
experience performing and communicating quantitative tactical and
strategic asset allocation research using Python and Bash scripts;
Or, alternatively, Masters degree (or foreign education equivalent)
in Mathematical Finance, Mathematics, Finance, Engineering,
Statistics, Economics, or a closely related field and one (1) year
of experience in the job offered or one (1) year of experience
performing and communicating quantitative tactical and strategic
asset allocation research using Python and Bash scripts. Candidate
must also possess: Demonstrated Expertise (DE) creating long-term
capital market forecasting models and constructing asset allocation
portfolios that utilize quantitative systematic techniques --
Bayesian statistics, regression analysis, investment management
theory, and cross-asset markets knowledge (equities, fixed income,
commodities, and currencies) -- using Python; DE designing,
implementing, and analyzing multi-variate, time series, neural
network, and artificial intelligence architectures --
multi-layer-perceptrons, deep learning recurrent, and convolutional
networks -- using Tensorflow and Keras in Python for security
selection, financial forecasting, and asset allocation; DE
conducting systematic and scalable quantitative investment
management research, using Python, R, subversion, Tableau, and data
science pipelines best practices in data extraction,
transformation, and loading; DE utilizing econometrics, time series
analysis, Bayesian statistics, linear algebra, probability theory,
numerical analysis, multivariate regressions, and mathematical
optimizations to interpret and validate theoretical investment
management models. To apply for this position, please click on the Apply Now button
below or send an email containing cover letter and resume to
careers@geodecapital.com. Please reference Quantitative Analyst -
001 in subject line.
Keywords: Geode Capital Management, Revere , Quantitative Analyst, Finance , Boston, Massachusetts
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