Quantitative Analyst (State Street Bank and Trust Company; Cambridge, Massachusetts ): will serve as part of State Street Associates' Investor Behavioral Research Team, a unique partnership of industry and academia dedicated to delivering preeminent research in investor behavior, global asset allocation, risk management, and foreign exchange to investment managers and asset owners. The Quantitative Analyst will produce cutting edge research in multi-asset classes including equity, fixed income, FX and private equity and will provide quantitative research that supports the development of information products, investable strategies, and advisory engagements. Specific duties include: Researching and developing information products, investable strategies and advisory projects etc; performing data analysis, modeling, backtesting, developing code packages and preparing client facing materials; implementing information products based on proprietary data in multi-asset classes including equity, fixed income, FX and alternative investment; monitoring indicator and index production process; perform troubleshooting and data analysis when issues occur; producing Private Equity Index, including fund review, index calculation and review results; and producing private equity custom benchmarks as requested by clients.
Minimum requirements are: Master's degree, or its equivalent, in Computational Finance, Mathematical Finance or Financial Engineering; and 3 years of hands-on quantitative research and quantitative model implementing experience in financial services industry.
Must have: Demonstrated experience with MATLAB, PL/SQL and UNIX/LINUX environment; demonstrated experience working with large, complex datasets; proven knowledge of financial analysis including portfolio theory and asset pricing theory; proven knowledge of financial statements; proven understanding of statistical concepts and methods, such as panel regression and probability theory; demonstrated knowledge of alternative investments including private equity, real estate, and infrastructure; strong written and oral communication skills and the ability to explain complex concepts in a clear and concise manner. (Unless otherwise indicated, State Street is seeking the ability in the skills listed above with no specific amount of years of experience required. All experience can be gained concurrently).
A pply online at statestreet.com/careers . State Street Job ID: R -642257 .