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