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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 (“DE”) 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

Click here to apply!

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