J. Goldman & Co., L.P.
Quantitative Research Analyst, Alpha Capture
J. Goldman & Co., L.P., New York, New York, us, 10261
Overview
Quantitative Research Analyst, Alpha Capture in New York, New York with J. Goldman & Co., L.P. Telecommuting permitted: work may be performed within normal commuting distance from the J, Goldman & Co., LP. Office in New York, NY, 2 days a week. Pay
Base pay range: $112,778.00/yr - $160,000.00/yr Job Duties
Deploy new strategies to production, monitoring and maintaining daily trading flows, validating strategy and trading output, identifying and resolving issues or discrepancies in the trading process, implementing and overseeing risk management protocols, and collaborating with traders and other internal stakeholders. Develop, test and implement complex investment signals for new and existing quantitative alpha capture strategies. Design, develop, test and document highly reliable systems in a fast-moving environment. Provide research insights and apply new quantitative methods to design new alpha capture trading signals. Run research studies on existing and new datasets. Quickly understand and analyze existing systems, models and data with an eye for possible improvements. Improve and enhance the current research and production infrastructure, including backtests, reports, alpha generation, portfolio construction, and optimization. Test and release to production new versions of the quantitative trading platform. Collaborate with internal development and alternative data teams to enhance the internal alpha capture quantitative trading and research platform. Qualifications
Master’s degree (U.S. or foreign equivalent) in Finance, Mathematics, Statistics, Financial Engineering or Computer Science and two (2) years of experience in the job offered or related role. Must have two (2) years of experience with: Writing code in Python for quantitative research or production systems; Managing and creating quantitative portfolio trading strategies; Conducting quantitative research (running and analyzing research studies) including signal research, stock selection and risk modeling; Constructing models and signals to forecast returns; Rigorous statistical testing; Researching and developing analytical tools related to portfolio construction and optimization, performance measurement, portfolio analytics, attribution and P&L; Defining and recommending model specifications or data collection methods; Conferring with financial engineers or analysts on trading strategies, market dynamics, or trading system performance to inform development of quantitative techniques; Developing core analytical capabilities or model libraries, using advanced statistical, quantitative, or econometric techniques; Modifying and running backtests of existing and new trading strategies; Assisting in production of databases and rebalancing of portfolios; and Process of testing and releasing code changes to production. Must have one (1) year of experience with: Researching factor timing signals; and Managing and creating internal alpha capture trading strategies. How to Apply
Qualified APPLICANTS: Email resumes to careers@jgoldmanlp.com and reference the job code “Quantitative Research Analyst, Alpha Capture” in the subject line. Schedule
WORK SCHEDULE: 9am to 5pm, 40 hours a week. (Monday - Friday)
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Quantitative Research Analyst, Alpha Capture in New York, New York with J. Goldman & Co., L.P. Telecommuting permitted: work may be performed within normal commuting distance from the J, Goldman & Co., LP. Office in New York, NY, 2 days a week. Pay
Base pay range: $112,778.00/yr - $160,000.00/yr Job Duties
Deploy new strategies to production, monitoring and maintaining daily trading flows, validating strategy and trading output, identifying and resolving issues or discrepancies in the trading process, implementing and overseeing risk management protocols, and collaborating with traders and other internal stakeholders. Develop, test and implement complex investment signals for new and existing quantitative alpha capture strategies. Design, develop, test and document highly reliable systems in a fast-moving environment. Provide research insights and apply new quantitative methods to design new alpha capture trading signals. Run research studies on existing and new datasets. Quickly understand and analyze existing systems, models and data with an eye for possible improvements. Improve and enhance the current research and production infrastructure, including backtests, reports, alpha generation, portfolio construction, and optimization. Test and release to production new versions of the quantitative trading platform. Collaborate with internal development and alternative data teams to enhance the internal alpha capture quantitative trading and research platform. Qualifications
Master’s degree (U.S. or foreign equivalent) in Finance, Mathematics, Statistics, Financial Engineering or Computer Science and two (2) years of experience in the job offered or related role. Must have two (2) years of experience with: Writing code in Python for quantitative research or production systems; Managing and creating quantitative portfolio trading strategies; Conducting quantitative research (running and analyzing research studies) including signal research, stock selection and risk modeling; Constructing models and signals to forecast returns; Rigorous statistical testing; Researching and developing analytical tools related to portfolio construction and optimization, performance measurement, portfolio analytics, attribution and P&L; Defining and recommending model specifications or data collection methods; Conferring with financial engineers or analysts on trading strategies, market dynamics, or trading system performance to inform development of quantitative techniques; Developing core analytical capabilities or model libraries, using advanced statistical, quantitative, or econometric techniques; Modifying and running backtests of existing and new trading strategies; Assisting in production of databases and rebalancing of portfolios; and Process of testing and releasing code changes to production. Must have one (1) year of experience with: Researching factor timing signals; and Managing and creating internal alpha capture trading strategies. How to Apply
Qualified APPLICANTS: Email resumes to careers@jgoldmanlp.com and reference the job code “Quantitative Research Analyst, Alpha Capture” in the subject line. Schedule
WORK SCHEDULE: 9am to 5pm, 40 hours a week. (Monday - Friday)
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