Quantitative Researcher | Chicago, IL

Detailed Information

  • Location: Chicago, IL

Research signals and test new data sets and factor models to improve the efficacy of measuring systematic and non-systematic risk for the Firms multi-factor risk models. Work on portfolio optimizations with Portfolio Managers and provide hedging strategies at both the PM level and also at the overall Firm level.

Conduct research on alpha optimization strategies examining orthogonal signals to maximize Firm PL including but not limited to: researching additional factors, Transactions cost analysis, Alpha Decay analysis with market impact, Execution strategies with real-time mean variance optimizations. The position of Quantitative Researcher requires a Bachelors degree, or foreign equivalent,

in Finance or Economics or a related field and 3 years experience in Financial services company. Additionally, the applicant must have the following:1. Experience with Equity Fundamental Multi-Factor Risk models.2.

Experience with the MSCI Barra Risk Model.3. Experience with Snowflake, Phython, R, Open source optimizations, and other scripting and datalake platforms. 4. Experience with Matrix Algebra and Advanced Statistics. 5. Possess certificates in CFA, CIPM, FRM and CAIA. To apply, please forward your resume to

View Jobs by Category >>

Related Jobs