Quantitative Researcher - Discretionary

Tasks

• Work closely with discretionary portfolio managers to add value to their process through signal development, data-driven modeling, and testing/development of market heuristics.
• Optimize our discretionary portfolios using risk modeling, portfolio construction, and optimization.
• Design and develop algorithms using traditional and alternative data sources.
• Follow industry and academic literature for innovations in quantitative strategies (and in general) and suggest ideas to integrate them into our process.
• Collaborating with team members and communicating complex technical concepts to a less technical audience.
• Stay up to date with market trends and continuously seek opportunities to improve existing processes and innovate using quantitative methods.

Requirements

• Familiarity with market-neutral investment strategies.
• Ability to explain technical details to a non-technical general audience.
• Understanding of systematic design and strategy formulation.
• Experience with risk models for stock and credit markets.
• Knowledge/understanding of the structure and dynamics of financial markets.
• Excellent analytical skills, preferably in a STEM subject.
• Strong knowledge of Python and experience with data analysis techniques and relevant libraries.
• Proficiency in Linux and/or familiarity with a Unix operating system.
• Previous experience with optimization packages such as Moseek is a plus.
• Familiarity with credit markets is advantageous but not required.
• 2+ years of experience in a quantitative research/trading role or as a fundamental analyst.

We offer

• A work environment that promotes equal opportunities.
• Unique perspectives that contribute to success, as inclusion is deeply rooted in our culture and values.
• An agile and flexible work environment that helps you find the right balance to grow, develop your talents, and promote an inclusive environment for everyone in our company and in the industry.
• Opportunities to make a difference through our charitable and global initiatives, while advancing your career through professional development and competitive working conditions that support a healthy work-life balance.
• Two annual "Meraki" days of paid leave to engage in community service.
• A comprehensive benefits package that includes competitive vacation entitlements, pension/RDC, life and long-term disability insurance, group sick pay, enhanced parental leave, and long-term leave entitlements.