Equity Portfolio Researcher

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.

Qualifications/Skills Required:

• 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.