• USD130000 - USD160000 per annum + Competitive
  • Philadelphia, PA, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 2018-07-12

Quantitative Buy Side Risk Research Analyst

  • Location: Philadelphia, PA, USA
  • Salary: USD130000 - USD160000 per annum + Competitive
  • Job Type: Full time

An established asset management firm is seeking an intelligent and reliable Quantitative Research Analyst to join their team. The firm is searching for a dynamic individual who can be trusted to perform the duties of analyzing and assessing expected risk and return of assets managed by the Fixed Income Group, Equity Investment Group and the Quantitative Equity Group, all while enhancing quantitative research initiatives of the Risk Management Group. This thriving firm is seeking a motivated individual to bring value and contribute toward firm wide success.

An established asset management firm is seeking an intelligent and reliable Quantitative Research Analyst to join their team. The firm is searching for a dynamic individual who can be trusted to perform the duties of analyzing and assessing expected risk and return of assets managed by the Fixed Income Group, Equity Investment Group and the Quantitative Equity Group, all while enhancing quantitative research initiatives of the Risk Management Group. This thriving firm is seeking a motivated individual to bring value and contribute toward firm wide success.

Responsibilities:

  • Work independently to conduct projects and thorough analysis under supervision of senior analysts utilizing sophisticated quantitative skills such as data analysis, option pricing, statistical analysis and stochastic modeling.

  • Conduct detailed analysis of investment risk and transaction cost analysis while creating new quantitative measures and examining new investment strategies. Build on existing models and create models or model components, work with their calibration and prepare data and develop data sources and processes. Effectively deliver and communicate results.

  • Independently create and conduct analysis to support investment management and risk management decision processes.

  • Complete several impromptu analytical projects when directed to enhance risk management, strategy analysis and transaction cost analysis.

  • Incorporate company concepts and values into the risk management infrastructure. Comply with company standards throughout each project.

  • Have thorough comprehension of financial markets, general investment themes and securities in order to contribute the most effective judgements to enhance to the risk management processes.

  • Communicate effectively through the usage of proper interpersonal skills when meeting with the portfolio management teams. Be able to adapt the communication of concepts to the needs and abilities of any audience appropriate.

  • Be an active member of the company and enthusiastically participate in special projects and complete duties as assigned.

Qualifications:

  • Undergraduate degree with an analytical major such as Economics, Finance, Computer Science/Engineering, Math or Statistics or a similar combination of education and strong training.

  • 5+ years of experience or equivalent combination of education and training.

  • Thorough technical and analytical skills.

  • Extensive experience in quantitative analysis.

  • Comprehensive understanding of capital markets and investment concepts.

  • Professional interpersonal and communication skills.

  • Proficient experience with computer programming such as Matlab, SAS, SQL, VB, R and Hadoop-related technologies.

  • Prior experience in investments (preferred).

  • Reliable to work both independently and in a team environment.

  • Highly motivated and diligent worker.

Philadelphia, PA, USA Philadelphia PA US