Equities Portfolio Risk Research
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Base pay range
Your Primary Responsibilities Will Encompass
- Factor Model and Risk Measurement: Develop and maintain robust frameworks for factor modeling and risk measurements. Strong emphasis on using these models for portfolio optimization and risk and attribution analysis.
- Quantitative Framework Development: Assist in the creation and optimization of our quantitative framework, which includes collaborating with technology, risk, portfolio, and business managers.
- Tech Collaboration: Partner with the Technology department to streamline the transition of quantitative models into production environments. The priority is to ensure accuracy and efficiency in day-to-day workflows.
- Research Model Development: Lead research into and implementation of various quantitative models, including but not confined to factor models and complex risk assessments.
- The candidate should have a degree in a quantitative major: statistics, mathematics, engineering, and either professional experience of 1-4 years in a quantitative role in a financial organization, or an advanced degree in a quantitative field preferred
- Strong programming skills, prior experience with Python (Polars and/or Pandas) or SQL. Proficiency in at least a compiled and statically typed language is a plus; so is demonstrated programming ability on public repositories e.g. GitHub.
- Prior experience in Equity Factor Risk modeling, quantitative models and portfolio analytics.
- Experience using fundamental equity factor models like MSCI/Barra, Axioma or Bloomberg is highly desirable.
- Sense of responsibility and integrity. Intellectual curiosity and spirit of initiative. Ability to work independently and effectively manage ambiguity.
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Seniority level
Entry level -
Employment type
Full-time -
Job function
Finance and Sales -
Industries
Investment Management
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