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Researchers will be involved in researching and developing trading strategies for the firm as well as day-to-day portfolio management. Candidates should be ambitious, quantitative, and enthusiastic about implementing new ideas, and possess the ability to work both individually and in a team setting.
Responsibilities
•Perform statistical and economic research on financial data to develop new, and improve current investment strategies in collaboration with the research team •Add features to proprietary research system to implement new research ideas •Verify and load economic and financial data into proprietary research databases •Run optimizations of investment strategies for rebalancing portfolios •Build proprietary risk management models for forecasting and managing portfolio risk
Requirements
•Graduate or candidate of a top Ph.D. program in finance or economics, or possibly in a quantitative field (e.g. statistics, computer science, math, physics, etc.) with a strong interest in finance •Extensive experience doing empirical research and working with large data sets •A strong background in econometrics (or statistics) and knowledge of optimization •Good economic intuition and thorough knowledge of finance or economics •Strong programming skills in one or more high-level languages such as Matlab, Python, SAS, SQL, VBA, C++, Java and ability to quickly learn new computer languages •Strong analytical and problem solving skills •Passion for research, hard work, idea generator yet detail oriented, and are eager to learn in a highly intellectual, collaborative environment •Developed presentation skills and ability to discuss and explain involved concepts in finance and mathematics in both verbal and written form •Driven and able to work independently as well as in a team •0-2 years of experience •Strong academic performance (including GPA) •Experience with strategies in currencies, commodities, equity futures, or fixed income a plus, but not required
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