The Ceres Group
Overview
We are looking for a Senior Analyst to join our newly formed Multi-Asset Class team. This is an exceptional opportunity to help build a new multi-asset research effort at the firm as part of a small entrepreneurial team. The team will focus on all major global asset classes including, but not limited to Equities, Fixed Income, Currencies, Commodities and Options / Volatility. The successful candidate will be integral to developing the platform and infrastructure for quantitative models used in our portfolios. As a member of the investment team, this person will closely collaborate with PMs, quantitative researchers and integration analysts to implement and validate models and build out data and software systems.
Responsibilities
Build systems to gather, cleanse and integrate data from various sources for research and modelling needs
Implement, validate and enhance our multi asset class data platform and model infrastructure
Build, test and enhance new forecast models, portfolio construction methods and risk analytics
Apply advanced algorithms from the field of quantitative finance, computational science, etc. to assist in the research of macroeconomic and financial variables
Partner with quantitative researchers to build tools and software libraries to advance forecasting platforms
Qualifications
Minimum 5 - 10 years of experience as a quantitative developer for an investment firm
Bachelor's degree with an outstanding academic record in a technical field such as mathematics, science or engineering; Master's degree strongly preferred
Hands on development experience with at least two of the following Python (Numpy, Scipy, Pandas), Matlab, SQL, ETL, Hadoop, Java, Scala, C++ / C# or R.
Proficiency in multi-asset class data series and operating data delivery platforms
Superior software and database design and programming skill to move quickly from concept to solution
World-class analytic skills and the ability to clearly articulate the approach, process and results in verbal, graphical and written form
Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment
Drive and humility to deliver on high value projects and roll up your sleeves attitude
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Responsibilities
Build systems to gather, cleanse and integrate data from various sources for research and modelling needs
Implement, validate and enhance our multi asset class data platform and model infrastructure
Build, test and enhance new forecast models, portfolio construction methods and risk analytics
Apply advanced algorithms from the field of quantitative finance, computational science, etc. to assist in the research of macroeconomic and financial variables
Partner with quantitative researchers to build tools and software libraries to advance forecasting platforms
Qualifications
Minimum 5 - 10 years of experience as a quantitative developer for an investment firm
Bachelor's degree with an outstanding academic record in a technical field such as mathematics, science or engineering; Master's degree strongly preferred
Hands on development experience with at least two of the following Python (Numpy, Scipy, Pandas), Matlab, SQL, ETL, Hadoop, Java, Scala, C++ / C# or R.
Proficiency in multi-asset class data series and operating data delivery platforms
Superior software and database design and programming skill to move quickly from concept to solution
World-class analytic skills and the ability to clearly articulate the approach, process and results in verbal, graphical and written form
Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment
Drive and humility to deliver on high value projects and roll up your sleeves attitude
#J-18808-Ljbffr