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Quantitative Researcher-Machine Learning

  • Job type: Permanent
  • Location: Boston
  • Salary: Competitive
  • Job reference: 1MWBS 05.30.18
  • Sector: Banking and Finance, Portfolio management, Selby Jennings
  • Date posted: 30/05/2018
A global, multi-billion dollar buy-side firm is currently seeking a driven, motivated, Quantitative Analyst to support fund trading strategies. Quantitatively based position and knowledge of equity exotics and fixed income are preferred. Long-term path to front office. You will play a key role in the organization's funding strategy and long-term financial security. In addition to that, you will make a direct impact on the firm by helping build out their investment research team. If you are motivated and passionate about the finance industry, then this is the job for you! 

This Boston-based asset management firm is looking for a data-scientist/quant researcher to join their investment strategy team. The firm takes a hybrid approach to investment strategy development, employing both fundamental and quantitative analysis to determine investment decisions. The firm is looking to continue its long-short and long-only strategies to generate alpha across asset classes. 

The Quantitative analyst will be responsible for:
  • Perform a variety of advanced financial analyses to determine present and forecasted health of the fund.
  • Use Financial Modelling to simulate financial scenarios
  • Present potential scenarios and outcomes to the management team
  • Collaborate with management on development and execution of trade strategies
The Quantitative Analyst should have the following qualifications:
  • Is an expert coder in Python, R, SQL, C, C++, R, SAS, STATA, EXCEL
  • Possess a Master or Ph.D. in a computational field
  • CFA or working towards it

Benefits and Perks:
  • Casual Fridays
  • Morning breakfast
  • Monthly team nights
  • Competitive healthcare package/401k


If interested please click apply below or call 857-445-0548 for more information.


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