Quantitative Analyst
Company: Geode Capital Management LLC
Location: Boston, MA
Posted on: September 25, 2018
Job Description:
Duties: This position is part of our research team whose main
focus is the development of systematic trading and investment
strategies. Primary Responsibilities: • Research trading and investment strategies in close collaboration with Portfolio Managers. Asset classes and
strategy types include: quant equity, credit, vol/options, commodities, and
currencies. • Develop and refine risk models. • Research and refine econometric estimation techniques. • Bring successful strategies to production level. • Help oversee day to day production processes. • Contribute to development and maintenance of research infrastructure, including maintaining data intake, data
repositories, and analytics code base. • Provide thought leadership for the generation and
identification of trading ideas. Requirements: Master's degree (or foreign education equivalent)
in Mathematical Finance, Mathematics, Finance, Engineering,
Statistics, Economics, or a closely related field plus one (1) year of
experience in the job offered or one (1) year of experience performing
quantitative equity or global macro research. Candidate must also possess: Demonstrated Expertise (“DEâ€) performing Ex-Ante analysis,
including signal research across derivatives and multiple asset
classes (currencies, commodities, equities, and fixed income) and risk
modelling for multi-asset investment; and performing Ex-Post analysis, specifically performance attribution and risk decomposition;
DE performing econometrics, time series analysis, and Bayesian
statistics to extract information from market data and financial data
feeds (Bloomberg, Bloomberg Excel add-in, Compustat, and government
agencies); translating data into investable trading strategies using R,
SQL, and Linux scripts; and performing version control for analysis and
queries; DE conducting quantitative finance research and solving
financial market problems using linear algebra, probability theory, numerical
analysis, multivariate regression, mathematical optimization, and
statistical models; and DE developing robust and stable investing and
trading algorithms in R to support global macro research capabilities
and enhance the research infrastructure incorporating R; and
creating, maintaining, and enhancing large SQL databases, including
writing queries to update, extract, and manipulate data; and mapping
data structures across multiple financial instruments. To apply for this position, please send an email containing
cover letter and resume to careers@geodecapital.com. Please reference
[Quantitative Analyst] in subject line.
Keywords: Geode Capital Management LLC, Providence , Quantitative Analyst , Finance , Boston, MA, Rhode Island
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