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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


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