Company: Geode Capital Management LLC
Location: Boston, MA
Posted on: September 25, 2018
Duties: This position is part of our research team whose main focus is
the development of systematic trading and investment strategies.
• 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 firstname.lastname@example.org. Please reference [Quantitative
Analyst] in subject line.
Keywords: Geode Capital Management LLC, Boston , Quantitative Analyst , Finance , Boston, MA, Massachusetts
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