We are looking for a Senior Analyst to join our newly formed team. This is an exceptional opportunity to help build a new multi-asset research effort at the firm as part of a small entrepreneurial team. The team will focus on all major global asset classes including, but not limited to Equities, Fixed Income, Currencies, Commodities and Options/Volatility. The successful candidate will be integral to developing the platform and infrastructure for quantitative models used in the firm's portfolios. As a member of the investment team, this person will closely collaborate with PMs, quantitative researchers and integration analysts to implement and validate different asset class models and build out data and software systems.
Responsibilities:
- Build systems to gather, cleanse and integrate data from various sources for research and modelling needs
- Implement, validate and enhance multi asset classs data platform and model infrastructure
- Build, test and enhance new forecast models, portfolio construction methods and risk analytics
- Apply advanced algorithms from the field of quantitative finance, computational science, etc. to assist in the research of macroeconomic and financial variables
- Partner with quantitative researchers to build tools and software libraries to advance multi assset class forecasting platforms
Qualifications:
- Minimum 5 - 10 years of experience as a quantitative developer for an investment firm
- Bachelor's degree with an outstanding academic record in a technical field such as mathematics, science or engineering; Master's degree strongly preferred
- Hands on development experience with at least two of the following Python (Numpy, Scipy, Pandas), Matlab, SQL, ETL, Hadoop, Java, Scala, C /C or R.
- Proficiency in multi-asset class data series and operating data delivery platforms
- Superior software and database design and programming skill to move quickly from concept to solution
- World-class analytic skills and the ability to clearly articulate the approach, process and results in verbal, graphical and written form
- Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment
- Drive and humility to deliver on high value projects and roll up your sleeves attitude