Quantitative Analyst - 008695
Company: Geode Capital Management LLC
Location: Boston, MA
Posted on: April 9, 2020
Job Description:
Quantitative Analyst - 008695 for Geode Capital Management in
Boston, MA. This position is part of our quantitative research team
whose main focus is the development of systematic investment
strategies. Works with portfolio managers and research teams
providing multiple aspects of product and portfolio management
support associated with existing strategies and expected growth in
customized solutions. Enhances Geodes capabilities in pre and
post-trade transaction cost analysis, price impact management, and
sophisticated modeling across asset classes and instruments.
Originates, designs, implements, and presents strategic research to
identify, measure, and reduce transaction costs. Works closely with
Trading and Portfolio Management teams to provide execution
analysis, calibrate broker algorithms, and evaluate vendor trading
products. Manages and improves Geodes suites of trading analytics.
Researches market micro-structure and transaction/trade cost
analysis (TCA) to provide an informed perspective to research
processes. Partners internally to build and enhance market
prediction models, using quantitative problem solving and advanced
statistical techniques. Contributes to Geodes agenda and processes,
principally around quantitative investing across various asset
classes. Conducts quantitative analyses of information affecting
investment programs of public or private institutions. Interprets
data on price, yield, stability, future investment-risk trends,
economic influence, and other factors affecting investment
programs. Conducts research in new core markets to drive insight of
unmet needs, market segmentation, competitive landscape, and market
potential. Enhances alpha generating capabilities, using machine
learning and alternative data sources. Informs investment decisions
by analyzing financial information to forecast business, industry,
or economic conditions. Prepares plans of action for investment,
using financial analysis. Identifies issues and areas requiring
statistical analysis and enhancements of computational algorithms.
Drives data projects along the full spectrum from data acquisition
and model selection to presentation and data visualization. Mentors
junior analysts. Contributes to strategy and investor reports for
internal and external consumption. Requirements: Master's degree
(or foreign education equivalent) in Mathematical Finance,
Mathematics, Finance, Computational Finance, Statistics, Economics,
or a closely related field and two years' experience performing
quantitative tactical and strategic transaction cost research,
using Python and Bash scripts. Candidate must also possess:
Demonstrated Expertise (DE) designing, implementing, and
calibrating transaction cost analysis and optimal execution models
using quantitative systematic techniques -- econometrics,
multivariate regressions, mathematical optimizations, and
cross-asset (equities, fixed income, and currencies) of financial
market microstructure, data, and trading protocols -- using Python,
C++, and MOSEK; DE reviewing intraday and daily financial market
data (level I and II, Order Book, and Tick Data); and analyzing and
processing the data through multi-tier architectures, using Python
(Numpy, Scipy, Pandas, and SKLearn) and Bash scripts; DE conducting
data analysis, visualization, and statistical modeling, using
applied statistical methods and machine learning techniques --
hierarchical clustering and Random Forest for bucketing and feature
selection -- using Python, R, Tableau, Git, and data science
pipelines best practices in data extraction, transformation, and
loading (ETL); and DE analyzing liquidity and volatility landscape
to determine potential compliance issues and methods for best
execution and trading process improvements using, econometrics,
time series analysis, Bayesian statistics, stochastic process,
linear algebra, probability theory, and numerical analysis. To apply for this position send an email containing cover letter
and resume to careers@geodecapital.com. Please include Quantitative
Analyst - 008695 in subject line.
Keywords: Geode Capital Management LLC, Chelsea , Quantitative Analyst - 008695, Finance , Boston, MA, Massachusetts
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