Quantitative Analyst

Company: Geode Capital Management
Location: Boston, MA
Posted on: January 27, 2017

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 in Engineering, Finance, Mathematics,

Statistics, Economics, or a closely related field (willing to accept

foreign education equivalent) plus one (1) year of experience in

quantitative fixed income or equity research. Candidate must also possess:

Demonstrated Expertise (“DE”) in Ex-Ante analysis, specifically factor

modeling to build alpha and risk models for equity investment and factor

timing model based on factor valuation; and Ex-Post analysis, specifically

performance attribution and risk decomposition under optimization

constraints; 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 risk analytics

packages); and translating data into investable trading strategies using R,

SQL, and Linux script, and performing version control for analysis and

queries; DE performing analysis of the structure of risk and returns using

advanced regression techniques, including multivariate regression, logistic

regression, and ridge regression; and DE enhancing large SQL databases,

including writing queries to extract and manipulate data and mapping data

structures and sources for financial securities.

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