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American finance Association

Senior Quantitative Equity Researcher

American finance Association, Florham Park, New Jersey, us, 07932

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Jacobs Levy Equity Management, located in Florham Park, NJ is seeking a Senior Quantitative Equity Researcher to join our research team. The team is responsible for researching all aspects of the investment process from data processing and alpha modeling through to portfolio optimization. Our researchers work collaboratively to contribute to our firm’s leading edge, innovative investment process. We seek people who are passionate about equity investment and motivated to outperform the market.

Responsibilities include:

Conducting exploratory statistical data analysis

Empirical research into U.S. and global equity market inefficiencies

Reviewing financial literature

Developing new and improving existing investment models by identifying novel investment ideas and innovative data sources

Ideal candidates will look to combine creative insights with research to make sound investment decisions.

Requirements include:

PhD in Finance, Economics, Statistics, or related quantitative discipline

At least 3 years of empirical equity research experience

Familiarity with fundamental, expectational and market data. Experience with alternative data is a plus

Solid knowledge of asset pricing literature

Ability to think independently with good economic intuition and demonstrated record of original research

Strong programming skills (Python, R, Julia, C++, etc.), preferably experienced with large datasets and also familiar with parallel programming

An understanding of Machine Learning, Natural Language Processing, and AI Engineering is a plus

Ability to work collaboratively across departments and to explain challenging technical concepts

Jacobs Levy Equity Management focuses exclusively on managing equity portfolios for institutional clients. We manage assets for a prestigious global roster of corporate defined benefit and defined contribution plans, public retirement and sovereign wealth funds, Taft-Hartley plans, endowments/foundations, and sub-advised funds, many of which are Pensions & Investments’ “Top 200 Pension Funds/Sponsors.”

Building on the pioneering research of founders Bruce Jacobs and Ken Levy, Jacobs Levy Equity Management has developed a unique, multidimensional, dynamic approach to investing that combines human insight and intuition, finance and behavioral theory, leading-edge quantitative and statistical methods, and over 30 years of proprietary research.

The culture at Jacobs Levy emanates from our founders’ entrepreneurial spirit, collaborative relationship, and dedication to research. Ours is an innovative, team-oriented organization that welcomes intellectual curiosity, outside-the-box thinking, and practical problem solving. We seek innovative professionals who want to grow and learn while helping to drive the success of the firm.

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