Arrowstreet Capital, Limited Partnership
Director, Quantitative Researcher
Arrowstreet Capital, Limited Partnership, Boston, Massachusetts, us, 02298
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Director, Quantitative Researcher
role at
Arrowstreet Capital, Limited Partnership
We are looking for a senior researcher to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, evaluating data sources related to those ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.
As a senior researcher, you will contribute to idea generation and management of high-impact projects that improve the specification and/or implementation of our investment models, as well as research projects that improve portfolio construction decisions in our fully integrated, unified systematic investment process.
Qualifications
7+ years of experience developing systematic investment strategies, particularly in equity and currency markets and with forecast horizons of days, weeks, or months instead of seconds, minutes, or hours
A creative, rigorous thinker with a demonstrated ability to come up with differentiated alpha research ideas based on investment logic and intuition
Extensive experience performing hands-on quantitative research as an individual contributor
Extensive experience managing other researchers on multiple simultaneous research projects
Expertise in risk and transaction cost modeling
Familiarity with optimization and portfolio construction in a systematic investment process more generally
Significant experience implementing successful research ideas in a production process
Excellent communication skills, including data visualization
Strong analytical, quantitative, and problem-solving skills
Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory
Knowledge of the application of statistics to economics (including econometrics or regression analysis)
Experience with a statistical computing environment such as Python, Stata, R, or MATLAB
Good understanding of the academic field of empirical asset pricing
High energy and strong work ethic
An undergraduate degree with an emphasis on challenging quantitative coursework. A graduate degree in a field related to economics, finance, or statistics is a plus
Arrowstreet Capital
is a Boston-based systematic investment firm that manages global equity portfolios for institutional investors around the world.
All qualified applicants will receive consideration for employment without regard to sex, race, color, religion, national origin, ancestry, genetic information, age, pregnancy, medical condition, disability, veteran or military status, marital status or any other characteristic protected by federal, state, or local law.
Arrowstreet Capital is committed to working with and providing reasonable accommodations for qualified individuals with disabilities and disabled veterans. If you need a reasonable accommodation for any part of the employment process due to a disability, contact us to discuss the nature of your request and contact information.
Seniority level
Director
Employment type
Full-time
Job function
Research
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Director, Quantitative Researcher
role at
Arrowstreet Capital, Limited Partnership
We are looking for a senior researcher to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, evaluating data sources related to those ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative.
As a senior researcher, you will contribute to idea generation and management of high-impact projects that improve the specification and/or implementation of our investment models, as well as research projects that improve portfolio construction decisions in our fully integrated, unified systematic investment process.
Qualifications
7+ years of experience developing systematic investment strategies, particularly in equity and currency markets and with forecast horizons of days, weeks, or months instead of seconds, minutes, or hours
A creative, rigorous thinker with a demonstrated ability to come up with differentiated alpha research ideas based on investment logic and intuition
Extensive experience performing hands-on quantitative research as an individual contributor
Extensive experience managing other researchers on multiple simultaneous research projects
Expertise in risk and transaction cost modeling
Familiarity with optimization and portfolio construction in a systematic investment process more generally
Significant experience implementing successful research ideas in a production process
Excellent communication skills, including data visualization
Strong analytical, quantitative, and problem-solving skills
Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory
Knowledge of the application of statistics to economics (including econometrics or regression analysis)
Experience with a statistical computing environment such as Python, Stata, R, or MATLAB
Good understanding of the academic field of empirical asset pricing
High energy and strong work ethic
An undergraduate degree with an emphasis on challenging quantitative coursework. A graduate degree in a field related to economics, finance, or statistics is a plus
Arrowstreet Capital
is a Boston-based systematic investment firm that manages global equity portfolios for institutional investors around the world.
All qualified applicants will receive consideration for employment without regard to sex, race, color, religion, national origin, ancestry, genetic information, age, pregnancy, medical condition, disability, veteran or military status, marital status or any other characteristic protected by federal, state, or local law.
Arrowstreet Capital is committed to working with and providing reasonable accommodations for qualified individuals with disabilities and disabled veterans. If you need a reasonable accommodation for any part of the employment process due to a disability, contact us to discuss the nature of your request and contact information.
Seniority level
Director
Employment type
Full-time
Job function
Research
Referrals increase your chances of interviewing at Arrowstreet Capital, Limited Partnership by 2x
Get notified about new Quantitative Researcher jobs in
Boston, MA .
#J-18808-Ljbffr