Quantitative Equity Research Analyst

10+ years of experience in quantitative equity research, preferably in asset management, investment consulting or academic research institutions
Deep understanding of econometrics, mathematics, and hands-on programming skills along with a passion for investing in the financial markets
Strong Data Science, Data Visualization skills. Proficiency with programming languages and statistical software (e.g., Python, R, MATLAB, SQL, VBA, Tableau)
Deep knowledge of various financial and economic databases like Compustat, Worldscope, IBES etc. Experience with financial packages, portfolio optimization and management tools (e.g., FactSet, Bloomberg, Axioma, Barra)
Ability to think independently with good economic intuition as well as strong presentation and communication skills

Developing and maintaining quantitative stock selection models globally
Improving performance of stock selection models through idea generation, rigorous empirical analysis and back-testing
Actively participating in the team’s research agenda and taking responsibility for the full life cycle of each project from idea generation, research design, back-testing and portfolio simulations, to implementation
Partnering closely with other team members to enhance the investment process by investigating techniques to improve portfolio construction and optimization
Implementing quantitatively based equity models, transaction cost modeling, risk mitigation as well as evaluating and developing new risk models
Working in a collaborative team environment that integrates quant research, technology and trading and drive improvements to quant infrastructure and technology platform

Relevant experience with multi-factor models, quant equity portfolio construction, TCA, market impact modeling and strong equity microstructure knowledge preferred
An advanced degree, Masters or Ph.D. (preferred), in finance, quantitative economics, statistics, computer science, math, or the physical sciences