Quant Researcher
2 Greenwich Plaza 4th floor Greenwich, CT 06830 US
Job Description
Responsibilities
Understand the latest research in behavioral finance, portfolio analytics, and risk management across academia and industry practitioners, with a focus on alternative assets.
Replicate, assess, and/or improve on empirical methodologies from academic literature published in general interest finance and economics journals.
Apply data analytics techniques from both traditional statistics and machine learning to a combination of proprietary, public, and third-party data.
Define and assess innovative proprietary analytical methodologies for portfolio construction and risk management.
Prototype new quantitative models and collaborate closely with quant developers as well as other teams to productionize the models.
Write peer-reviewed or white papers and documentation on proprietary research results and modeling methodologies.
Present research results to stakeholders and clients.
Qualifications
Ph.D. in finance, economics, or related discipline ideally
1-5 years of industry experience in quantitative research
Proficiency in a scientific coding language (R or Julia preferred)
Learned or applied experience with utility-based portfolio theory, discrete choice modeling, and structural estimation using techniques such as Generalized Method of Moments (GMM/SMM) and/or MCMC
A working knowledge of Bayesian inference
Familiarity with standard statistical techniques such as non-parametric and parametric bootstrapping, the delta method, and basic asymptotics
Experience working with panels of financial data
Prior experience in writing research papers
Strong interest in portfolio construction and risk management
Able to work in a dynamic and fast-paced environment
Meet Your Recruiter
Rachel Newell
VP of Recruiting
A California native who packed her things and moved to NYC on a whim in 2011. By blind luck, she fell into the world of recruiting in March of 2012. A fun fact people probably wouldn't guess about her, most likely because she has a tendency to trip over her own two feet, is that she played Division 1 college soccer at Arizona State. It was there that she also found her love for travel when she studied abroad in Rome. If Rachel isn’t matchmaking people with new jobs, you can find her globetrotting around exploring new corners of the world.