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Arrowstreet Capital, Limited Partnership

Quantitative Researcher

Arrowstreet Capital, Limited Partnership, Boston, Massachusetts, us, 02298

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Overview

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Quantitative Researcher

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Arrowstreet Capital, Limited Partnership . We are looking for Quantitative Researchers to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment 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 Quantitative Researcher, you will work on 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.

Responsibilities Performing ad-hoc exploratory statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources

Researching predictable patterns in asset returns, risks, trading costs and other data relevant to financial markets

Writing and maintaining production-quality code used directly in the investment process

Assessing the quality of historical and current data, diagnosing deficiencies, and prescribing fixes

Working with software engineers to design feeds for new data sources from third-party vendors

Participating in data architecture decision-making to support the Research data platform

Qualifications Enrolled in or graduated from an undergraduate or graduate program in finance, mathematics, economics, or a closely-related discipline emphasizing quantitative or financial analysis.

Demonstrated professional or academic success (recent graduates are encouraged to apply)

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

Understanding of finance (including equities and derivatives)

Passion for financial markets

Excellent communication skills, including data visualization

High energy and strong work ethic

In addition, the following are a plus:

Good understanding of the academic field of empirical asset pricing

Familiarity with financial data products

Experience with stock market data sets

Employer information

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

Associate

Employment type

Full-time

Job function

Research

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