Jacobs Levy Equity Management
Senior Quantitative Equity Researcher
Jacobs Levy Equity Management, Florham Park, New Jersey, us, 07932
Senior Quantitative Equity Researcher – Florham Park, NJ
Jacobs Levy is seeking a Senior Quantitative Equity Researcher for our Florham Park, NJ office with a strong background in technical computing and statistics 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
Conducting exploratory 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
Creating innovative investment strategies
Requirements
PhD in Finance, Econometrics, or related quantitative discipline
Familiarity with fundamental, expectational and market data
Solid knowledge of asset pricing literature
Strong programming skills (C++, C#, Fortran, Java, Julia, Python etc.), preferably experienced with large datasets and also familiar with parallel programming
Version control experience (such as Git)
An understanding of Bayesian Statistics, Machine Learning, Non-Linear Estimation Methods, Optimization, Transaction Cost Modeling, or Data Visualization is a plus
At least 3 years of empirical equity research experience
Independent thinker with good economic intuition and demonstrated record of original research
Ability to work collaboratively across departments and to explain challenging technical concepts
Preferred Seniority Level: Mid-Senior level.
Employment Type: Full-time.
Job Function: Research and Finance.
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Responsibilities
Conducting exploratory 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
Creating innovative investment strategies
Requirements
PhD in Finance, Econometrics, or related quantitative discipline
Familiarity with fundamental, expectational and market data
Solid knowledge of asset pricing literature
Strong programming skills (C++, C#, Fortran, Java, Julia, Python etc.), preferably experienced with large datasets and also familiar with parallel programming
Version control experience (such as Git)
An understanding of Bayesian Statistics, Machine Learning, Non-Linear Estimation Methods, Optimization, Transaction Cost Modeling, or Data Visualization is a plus
At least 3 years of empirical equity research experience
Independent thinker with good economic intuition and demonstrated record of original research
Ability to work collaboratively across departments and to explain challenging technical concepts
Preferred Seniority Level: Mid-Senior level.
Employment Type: Full-time.
Job Function: Research and Finance.
#J-18808-Ljbffr