Quantitative Analyst
Company: Geode Capital Management
Location: Boston, MA
Posted on: July 22, 2016
Job Description:
Duties: This position is part of our research team whose main
focus is the development of systematic trading and investment strategies. Job Summary: • 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 Financial Engineering, Mathematical Finance, Mathematics,
Statistics or Economics and one (1) year of experience in the job offered or
one (1) year of quantitative equity research experience within an asset
management environment. Candidate must also possess: Demonstrated Expertise
(“DE”) in Ex-Ante analysis, specifically factor modeling and robust
regression methods to build alpha and risk models for equity investment,
and factor timing model based analysis on factor Valuation; and Ex-Post
analysis -- specifically performance attribution and risk decomposition
attribution under different optimization constraints; DE performing
econometrics, time series analysis and Bayesian statistics to extract information
from market data and financial data sources (Bloomberg, Bloomberg Excel
add-in and Compustats) and translation into investable trading strategies,
using R, C#, SQL and shell and version control for analysis and queries;
and DE in smart beta portfolio methodology and construction to design
customized portfolios and analytics. To apply for this position, please send an email containing
cover letter and resume to careers@geodecapital.com. Please reference
QUANTANALYST in subject line.
Keywords: Geode Capital Management, Boston , Quantitative Analyst, Finance , Boston, MA, Massachusetts