Equity Quant Research Analyst Our Function We are seeking a highly skilled and motivated Quantitative Analyst to join our team. As a Quantitative Analyst, you will play a pivotal role in developing and implementing quant models to analyze financial data, assess risk and enhance investment strategies. If you are passionate about quantitative analysis and thrive in a collaborative environment, we invite you to apply and be a key player in our success. Your Impact Your responsibilities will include, but are not limited to the following: ■ Build proprietary stock-selection models/screens for both fundamental and quant equity long-short strategies ■ Conduct alpha signal research and back-test investment hypotheses ■ Research portfolio construction/optimization within the context of complex equity portfolios ■ Work closely with investment teams and other stakeholders to understand their requirements and incorporate feedback into quantitative models ■ Explore new and alternative data sets while developing a comprehensive understanding of financial markets ■ Apply cutting edge quantitative techniques to solve complex investment problems ■ Write white papers and research reports dedicated to answer investment questions ■ Stay up to date on the most recent academic research and industry trends and constantly strive for improvement and challenge the way things are done Your Required Skills Your required skills must include: ■ Minimum three years of business related experience in asset management ■ Master's or Ph.D. in Statistics, Mathematics, Finance/Financial Engineering, Economics, or a related field ■ Strong background in econometrics or statistics ■ Experience in financial modeling, statistical analysis, and risk management ■ Experience conducting empirical research, including the cleaning, structuring, and analyzing of large data sets ■ Excellent analytical and problem solving skills, with strong attention to detail ■ Strong proficiency in programming languages, particularly Python or R ■ Excellent communication skills to convey complex quantitative concepts to both technical and nontechnical stakeholders. ■ Previous experience in asset management or a related field is preferred In-Take Notes: 2 skills are required for this role: programing + being able to analyze large data sets PHD or Masters is a MUST à PHD or masters qualifies as research experience 2-3 years of experience, also open to being fresh out of getting their masters/PHD Receiving their CFA and/or having their CFA is a plus Developing quants à need to be currently doing this Asset management experience is a plus but not a must have “R” & python” are most important skills – someone who knows how to programmer : the title “programmer” would not work here because they need the analysis piece and not just the quant piece Again, Data analysis is a must – large sets of data specifically Experience with optimization is a p;lus They will be using “R” or Python to do the data analysis Fact set Team structure: within customer solutions Portfolio optimization is what they do + build their own quant portfolio Managing funds (?) using fundamental research Deveople the quant models using the fundamental (?) Work with the fundamental research team closely- this team answers their questions on market research 3 days a week Brand new role –growing team – demand from fundamental side is growing Building out on the research capability Financial in financial markets-a CFA Small team – everyone works very closely together A lot of 10 year on the team So someone who can adapt well Someone who is proactive and asking questions Working closely with PM’s and Quant trader – support them Got phd in a quant field and passed all 3 levels of CFA, knows how to program, has 2-3 years of experience,