Senior Quantitative Research Analyst Senior Quantitative Research Analyst …

Northern Trust
in Chicago, IL, United States
Permanent, Full time
Last application, 28 Feb 21
Competitive
Northern Trust
in Chicago, IL, United States
Permanent, Full time
Last application, 28 Feb 21
Competitive
Senior Quantitative Research Analyst
Sr. Quantitative Research Analyst - Equities New 📅 69022 Requisition # 📅 2 days ago Post Date

ROLE SUMMARY

Responsible for supporting a global quantitative strategies team (USA, Australia, Hong Kong, Bangalore, and London) in generating cutting-edge quantitative research.

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PRIMARY DUTIES AND RESPONSIBILITIES

  • Conduct empirical research in public equity markets.
  • Conduct applied signal research, portfolio construction research, backtesting and risk assessment of new investment strategies.
  • Participate in regular meetings with larger research and portfolio management teams.
  • Identify and develop new investment ideas or opportunities.
  • Interpret and communicate market dynamics and investment research results to portfolio managers and clients.
  • Participate in webinars discussing research outcomes.
  • Attend client meetings with sales and client service partners and lead technical discussions.

REQUIRED KNOWLEDGE AND SKILLS

  • Strong knowledge of the established asset pricing and factor anomaly literature. Familiarity with seminal works in asset allocation, risk budgeting and risk management also desired.
  • Knowledge of investments and the financial markets, usually acquired by an advanced degree and related experience, is required to analyze investment data.
  • Solid programming ability in Python and SAS. Exposure to R, Matlab, or other languages desirable.
  • Knowledge of traditional RDBMS platforms (Oracle, SQL, etc.).
  • Familiarity with Factset and Bloomberg.
  • Background in statistics and econometrics: cross-sectional and time series regression analysis, OLS violations, covariance matrix decomposition, volatility models, etc.
  • Fundamental knowledge of financial theory including CAPM and violations, APT, Fama-French factors, etc.
  • An understanding of machine learning, optimization, transaction cost modelling, or data visualization is a plus.
  • Ability to read, interpret and apply academic literature.

REQUIRED EXPERIENCE AND EDUCATION

  • Master’s degree in finance, economics, mathematics or related field required.
  • 5+ years of quantitative research.
  • Buy-side investment management experience preferred.
Additional Information
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