New York Times
Quantitative Research Analyst, Alpha Capture
Alpha Capture w/ J. Goldman & Co., L.P. in NY, NY. Telecommuting permitted: wrk may be performed w/in normal commuting distance from the J. Goldman & Co., LP. Office in NY, NY, 2 dys/wk.
Responsibilities
Deploy new strategies to productn, monitorg & maintaing daily trading flows.
Validatg strategy & trading output, identifying & resolving issues or discrepancies in the tradg procss.
Implement & overseeg risk mgmt protocols.
Collaboratg w/ traders & othr internl stakeholdrs.
Qualifications
Master's deg (U.S. or foreign equiv) in Fin, Math, Stats, Financl Engg or Comp Sci & 2 yrs of exp in the job offerd or rel role.
Must have 2 yrs of exp w/: Writing code in Python for quant research orproductn systms; Mng & creatg quant portfolio trading strategies; Conductg quant research (runng & analyzg research studies) incl signal research, stock selectn & risk modelg; Constructg models & signals to forecast returns; Rigorous stat testing; Researchg & dvlpng analyticl tools rel to portfolio constructn & optimizatn, performance measuremnt, portfolio analytics, attributn & P Conferrg w/ financl enginrs or analysts on tradg strategies, mkt dynamics, or tradg systm performance to inform dvlpmnt of quant techniques.
Dvlpng core analytical capabilities or model libraries, usg advanced stat quant, or econometric techniques; Modifyg & runng backtests of existg & new tradg strategies.
Assistg in productn of databases & rebalancg of portfolios; & Process of testg & releasgcode changes to productn.
Must have 1 yr of exp w/: Researchg factor timg signals; & Mng & creatg internal alphacapture tradg strategies.
Email resumes to careers@jgoldmanlp.com. Ref: job code "Quantitative Research Analyst, Alpha Capture" in subject line.
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Responsibilities
Deploy new strategies to productn, monitorg & maintaing daily trading flows.
Validatg strategy & trading output, identifying & resolving issues or discrepancies in the tradg procss.
Implement & overseeg risk mgmt protocols.
Collaboratg w/ traders & othr internl stakeholdrs.
Qualifications
Master's deg (U.S. or foreign equiv) in Fin, Math, Stats, Financl Engg or Comp Sci & 2 yrs of exp in the job offerd or rel role.
Must have 2 yrs of exp w/: Writing code in Python for quant research orproductn systms; Mng & creatg quant portfolio trading strategies; Conductg quant research (runng & analyzg research studies) incl signal research, stock selectn & risk modelg; Constructg models & signals to forecast returns; Rigorous stat testing; Researchg & dvlpng analyticl tools rel to portfolio constructn & optimizatn, performance measuremnt, portfolio analytics, attributn & P Conferrg w/ financl enginrs or analysts on tradg strategies, mkt dynamics, or tradg systm performance to inform dvlpmnt of quant techniques.
Dvlpng core analytical capabilities or model libraries, usg advanced stat quant, or econometric techniques; Modifyg & runng backtests of existg & new tradg strategies.
Assistg in productn of databases & rebalancg of portfolios; & Process of testg & releasgcode changes to productn.
Must have 1 yr of exp w/: Researchg factor timg signals; & Mng & creatg internal alphacapture tradg strategies.
Email resumes to careers@jgoldmanlp.com. Ref: job code "Quantitative Research Analyst, Alpha Capture" in subject line.
#J-18808-Ljbffr