Role OverviewLeads development of cross-regional quantitative models, integrating equity, factor, macroeconomic, and alternative data-driven signals into unified research frameworks. Oversees validation and stability testing of next-generation alpha models.
What You Will Do
Improves performance of stock selection models through idea generation, empirical analysis, and back-testing. Implements quantitatively based equity models, transaction cost modeling, risk mitigation, and evaluates and develops new risk models.
Why It Might Be a Fit
Develops signals based on equity option characteristics that capture the informational spillover from the options market to the equity market. Leads exploratory research into new investment products leveraging proprietary alpha and risk models.
Requirements
- Bachelor's degree in Accounting, Economics, Finance, Statistics, Mathematics, Financial Engineering, or a closely related field
- 5 years of experience as an AM Quantitative Analyst II (or closely related occupation)
- Demonstrated Expertise in applying portfolio optimization techniques to construct long-only portfolios with normal and customized dynamic constraints
- Demonstrated Expertise in constructing and analyzing options-implied volatility surfaces across maturities and strikes
- Demonstrated Expertise in developing non-linear signal aggregation framework to combine alpha sources using ML models
- Demonstrated Expertise in designing and operationalizing systematic investment strategies for new active equity product launches
Benefits
- Salary: $165,000.00 to $200,000.00/year
- Dental insurance
- Vision insurance
- Other benefits not explicitly mentioned
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