Company: Geode Capital Management
Location: Boston, MA
Posted on: January 13, 2020
Duties: This position is part of our quantitative research team
whose main focus is the development of systematic
investment strategies. Works with portfolio managers and research
teams providing multiple aspects of product and
portfolio management support associated with existing strategies
and expected growth in customized solutions.
Researches and designs tactical and strategic asset allocation
Produces global equity security selection investment
Creates and/or assists in creating client collateral.
Communicates results with internal and external stakeholders.
Contributes to quantitative investing research agendas and
processes for asset classes.
Develops investment strategies based on neural network
Maintains and upgrades research technologies, platforms, and DevOps
Coordinates research interactions with technology teams.
Mentors interns and project-based co-op students.
Requirements: Bachelors degree (or foreign education equivalent) in
Mathematical Finance, Mathematics, Finance,
Engineering, Statistics, Economics, or a closely related field and
three (3) years of experience in the job offered or
three (3) years of experience performing and communicating
quantitative tactical and strategic asset allocation
research using Python and Bash scripts; Or, alternatively, Masters
degree (or foreign education equivalent) in
Mathematical Finance, Mathematics, Finance, Engineering,
Statistics, Economics, or a closely related field and one (1)
year of experience in the job offered or one (1) year of experience
performing and communicating quantitative tactical
and strategic asset allocation research using Python and Bash
scripts. Candidate must also possess: Demonstrated
Expertise (DE) creating long-term capital market forecasting models
and constructing asset allocation portfolios that
utilize quantitative systematic techniques -- Bayesian statistics,
regression analysis, investment management theory,
and cross-asset markets knowledge (equities, fixed income,
commodities, and currencies) -- using Python; DE
designing, implementing, and analyzing multi-variate, time series,
neural network, and artificial intelligence
architectures -- multi-layer-perceptrons, deep learning recurrent,
and convolutional networks -- using Tensorflow and
Keras in Python for security selection, financial forecasting, and
asset allocation; DE conducting systematic and
scalable quantitative investment management research, using Python,
R, subversion, Tableau, and data science
pipelines best practices in data extraction, transformation, and
loading; DE utilizing econometrics, time series
analysis, Bayesian statistics, linear algebra, probability theory,
numerical analysis, multivariate regressions, and
mathematical optimizations to interpret and validate theoretical
investment management models.
To apply for this position, please click on the Apply Now button
below or send an email containing cover letter and
resume to firstname.lastname@example.org. Please reference Quantitative
Analyst - 001 in subject line.
Keywords: Geode Capital Management, Boston , Quantitative Analyst, Finance , Boston, MA, Massachusetts
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