Quantitative Analyst
Company: Geode Capital Management LLC
Location: Boston, MA
Posted on: June 25, 2020
Job Description:
Duties: This position is part of our quantitative research team
whose main focus is the development of systematic and active
investment strategies. The Quantitative Analyst works with
portfolio managers and research teams to provide multiple aspects
of product and portfolio management support associated with
existing strategies and expected growth in customized
solutions. Primary Responsibilities: Develops active/quantitative equity investment strategies based
on statistical and mathematical techniques. Conducts research on signals/factors which assist in predicting
future stock returns. Designs and builds quantitative research pipelines and
frameworks. Implements strategies and updates into production
environment. Creates and/or assists in creating marketing materials. Communicates results with internal and external
stakeholders. Mentors interns and provides guidance on projects. Requirements: Bachelors degree (or foreign education equivalent)
in Financial Mathematics, 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 equity investment research using statistical and
mathematical techniques, Or, alternatively, Masters degree (or
foreign education equivalent) in Financial Mathematics, 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 equity investment
research using statistical and mathematical techniques. Candidate
must also possess: Demonstrated Expertise (DE) designing, creating,
analyzing, and validating quantitative equity investment strategies
(alpha and risk models), using advanced statistical, mathematical,
and machine learning techniques -- multivariate regression,
non-parametric statistics, Bayesian statistics, time series
analysis, principal component analysis (PCA), and random forests;
DE conducting and streamlining quantitative research on signals and
factors which predict future stock returns, using data science
techniques including, large dataset manipulation, Web scraping,
natural language processing, and econometrics and statistical
techniques -- macro and micro economic reasoning, multivariate
regression, and statistical machine learning; DE implementing
quantitative strategies and portfolio analytics platforms, using R,
Python, Git, subversion, and data science pipelines best practices
in data extraction, transformation, and computing; DE utilizing
economics, linear algebra, numerical analysis, and mathematical
optimizations to interpret portfolio construction options and
analyze impact on portfolio performance profiles -- returns, risks,
exposures, robustness and sensitivities. To apply for this position, please click the Apply Now button or
send an email containing cover letter and resume to
careers@geodecapital.com. Please reference QUANTITATIVE ANALYST in
subject line.
Keywords: Geode Capital Management LLC, Revere , Quantitative Analyst, Finance , Boston, MA, Massachusetts
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