Quantitative Risk Researcher Job at Selby Jennings, Manhattan, NY

dXZRazJ0Wk56enh5b0xzdlNobUQrVzhXOFE9PQ==
  • Selby Jennings
  • Manhattan, NY

Job Description

We're partnered with one of the world's largest alternative asset managers for a position based in NYC. The firm has over a trillion in AUM company wide, we're engaged with their multi-asset investing group with ~$80b in investor capital. The team generates attribution, performance, optimization, and risk analytics across their platform. This specific group sits within their multi-asset investing platform conducting research, designing, and implementing systematic investment strategies.

Responsibilities: Portfolio Analytics, Quantitative Research, and Data Infrastructure

  • Maintain and develop internal data solutions focused on creating scalable and computationally efficient data and analytics infrastructure.
  • Develop performance and portfolio analytics across attribution, portfolio construction, portfolio optimization, and risk modeling.
  • Conduct research through using advanced stat and ML techniques using both conventional and alternative data. Alpha signal construction
  • Work cross functionally with other multi-asset investing teams like ops, treasury, and legal.

Qualifications:

  • 5+ years of experience in a quant research function or capacity
  • Hands on experience leveraging advanced machine learning and statistical techniques.
  • Python required, C++ beneficial.
  • Master's or PhD in a quant discipline
  • Applied experience in macro and asset class specific market data management.
  • In-depth understanding of risk frameworks, risk models, portfolio optimization, alpha signal construction, and portfolio simulation
  • Deep experience with analyzing large data sets.

Job Tags

Full time,

Similar Jobs

Educational Testing Service

Become an Advanced Placement (AP) Reader Job at Educational Testing Service

 ...appointment, as long as they have taught at least one semester of the equivalent course within the past three years. There are no degree requirements. The Advanced Placement Program (AP) Reading is an annual event where AP teachers and college faculty score millions... 

Lasell University

Assistant Professor of Forensic Science Job at Lasell University

 ...Assistant Professor of Forensic Science Job Details Job Location : Lasell University - Newton, MA Position Type : Full Time 10-Month Education Level : Ph.D. Position Summary The School of Health Sciences seeks an Assistant Professor of Forensic... 

SolutionIT

Project Manager / Scrum Master Job at SolutionIT

 ...Solution IT Inc. is looking for Project Manager / SCRUM MASTER for one of its clients in Washington, DC W2 Only Job Title: Project Manager / SCRUM MASTER Summary: Looking for a senior scrum master who can manage user stories, development, outcome... 

ILF - Italy Law Firms

Legal Content Writer Job at ILF - Italy Law Firms

We are seeking a Legal Content Writer who is either a native English speaker from an anglophone country (U.S., U.K., etc.) or has significant professional experience working in an English-speaking country . The ideal candidate has experience writing about legal and...

Best Days Travel

Online Booking Agent - Work from Home | Entry Level Job at Best Days Travel

 ...Remote Online Booking Agent Entry-Level Opportunity Start Your Career in Travel from the Comfort of Home! Are you passionate about travel and eager to help others create unforgettable experiences? Join us as a Remote Online Booking Agent and turn your enthusiasm...