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Multi-Asset Derivatives Quantitative Analyst

  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$350000 per year
  • Job reference: 293091/005_1562960712
  • Sector: Selby Jennings, Quantitative Research
  • Date posted: 12/07/2019

My client is a $60bbn AUM, macro and liquid real asset-focused asset manager in New York. Within this historically fundamental-leaning firm is a well-established quantitative investment group working on macro strategies, focusing largely on derivatives. The team is now looking to expand by hiring an Associate Director Quantitative Analyst. This person would sit directly under the head of the group and be hands-on with the full cycle of systematic investing, incorporating machine learning and econometric methods to develop and improve systematic strategies. They would also have the opportunity to work with the firm's fundamental portfolio managers to give a quantitative overlay to discretionary investing.

Responsibilities:

  • Identify alpha generation opportunities across the team's multiple quantitative research initiatives using advanced machine learning methods and econometrics

  • Contribute to the full life cycle of investing by conducting portfolio construction and optimization and risk management to ensure an efficient portfolio

  • Engage in alpha research for the development and improvement of systematic strategies in derivative products within equities, FX, and fixed income

  • Collaborate with fundamental portfolio managers to find ways to better integrate data science and quantitative methodologies into discretionary investing, including FICC, macro, and real estate strategies

Qualifications:

  • Advanced degree in a quantitative field

  • Minimum 3 years experience; experience with portfolio construction and optimization

  • Solid understanding of capital markets and derivative products highly desired

  • Knowledge of modern data science, machine learning, and data science techniques a significant plus

  • Strong programming skills in object-oriented languages

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