- New York, NY, USA
- Permanent, Full time
- Credit Suisse -
- 17 Dec 18
Research Analyst, QIS – Asset Management
Executive summary of the job's core purpose:
- Credit Suisse Quantitative Investment Strategies is seeking an Analyst/Associate to participate in its investment strategies research efforts in quantitative algorithmic, quantitative discretionary, and risk allocation strategies across global markets.
- The role provides a rare opportunity to cross-asset market exposure. Moreover, for those demonstrating initiative and diligence an opportunity to impact investment allocations.
- Discover structural equations descriptive of data series.
- Formulate hypotheses on the drivers of asset returns.
- Apply rigorous scientific approach to experimental testing of hypotheses.
- Author python code which drives QIS investment processes.
- Design and research algorithms and methodologies to refine signal discovery and risk allocation processes.
- Drive refinement and delivery of technology infrastructure improvements.
List qualifications, skills and experience expected in you:
- You should have 1-5 years of experience in conducting empirical research and working with large datasets.
- You should understand specific transactional specifications of financial instruments and be familiar with building trading algorithms across multiple asset classes.
- You should possess a deep understanding of econometrics, statistics, optimization, and portfolio theories. (Machine Learning and Natural Language Processing knowledge not required but desirable)
- You should hold an excellent grasp of economic theory and proficiency in formulating ideas mathematically.
- You should bring incredible programming skills in python and SQL. (R and Matlab not required but desirable)
- You should have unquenchable work ethic, be highly organized, meticulous, and accountable to deliver results under tight deadlines.
- You should be a persistent questioner, deep thinker, creative experimentalist.
- You should demonstrate authentic enthusiasm for achieving outstanding risk adjusted performance.
- You should prove capable of articulating complex quantitative methods in qualitative and intuitive ways.