Quantitative Analyst / Programmer

The Quantitative Analyst/Programmer will be responsible for collaborating and assisting in all phases of quantitative analysis to help develop the Company’s factor investing strategies, and to build related implementation tools. This will take the form of concrete and hands-on solutions engaging in all aspects of research projects, including managing databases, conducting quantitative analyses by employing quantitative and analytic methods that measure up to both intellectual rigor and pragmatic sense.  

The Analyst/Programmer will be primarily responsible for working with the Company’s portfolio management team with the goal of enhancing current and future product offerings.

This is a position that will start as a consulting position initially, but with an opportunity to grow into a full-time position within a few months.

Duties and Responsibilities:

• Provide analytical support to portfolio manager on risk, return and transaction cost/impact of investment portfolios and strategies in the equity asset class
• Participates in quantitative research projects under the guidance of portfolio management to support investment decision processes, utilizing quantitative skills, e.g. time series regressions, simulation and back-testing
• Assists in the development of data infrastructure for investment management including market, portfolio and analytics data. Looks for alternative and new sources of data and ensures the cleanliness and accuracy of data.

Qualifications:

• Masters or Masters Candidate in a quantitative discipline.
• Extensive experience with UNIX command line and bash script
• Minimum of 3 years experience in statistical programming using Python, Javscript, and/or R; R-programming is a requirement.
• Experience handling large databases (e.g. SQL)
• Experience with Version Control softwares (e.g. RCS, SVN, Git, CVS, etc)
• 1-2 years work experience in a finance/investment firm preferred (ideally an equity-based shop).
• Solid understanding of capital markets and investment concepts. Strong technical and analytical skills is a must.