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Jacobs Levy Equity Management

Senior Quantitative Equity Researcher

Jacobs Levy Equity Management, Florham Park, New Jersey, us, 07932

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Overview

Jacobs Levy is seeking a Senior Quantitative Equity Researcher for our Florham Park, NJ office with a strong background in technical computing and statistics to join our research team. The team is responsible for researching all aspects of the investment process from data processing and alpha modeling through to portfolio optimization. Our researchers work collaboratively to contribute to our firm’s leading edge, innovative investment process. We seek people who are passionate about equity investment and motivated to outperform the market. Responsibilities

Conducting exploratory data analysis Empirical research into U.S. and global equity market inefficiencies Reviewing financial literature Developing new and improving existing investment models by identifying novel investment ideas and innovative data sources Creating innovative investment strategies Qualifications

PhD in Finance, Econometrics, or related quantitative discipline Familiarity with fundamental, expectational and market data Solid knowledge of asset pricing literature Strong programming skills (C++, C#, Fortran, Java, Julia, Python etc.), preferably experienced with large datasets and also familiar with parallel programming Version control experience (such as Git) An understanding of Bayesian Statistics, Machine Learning, Non-Linear Estimation Methods, Optimization, Transaction Cost Modeling, or Data Visualization is a plus At least 3 years of empirical equity research experience Independent thinker with good economic intuition and demonstrated record of original research Ability to work collaboratively across departments and to explain challenging technical concepts Seniority level

Mid-Senior level Employment type

Full-time

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