Senior Quantitative Researchers

Senior Quantitative Researchers at Applied Academics, LLC, New York, NY (F/T - Multiple Positions)JOB DUTIES: Lead or contribute to a wide range of empirical analyses of financial markets, rule-based strategy and index designs, and develop technology that focuses on predicting the performance of investment managers. Design, implement, and optimize quantitative models and algorithms to extract insights from large datasets. Research and implement statistical framework for predicting manager performance based on return data. Research and implement on creating a portfolio of securities based on proprietary signals predicting manager performance. Research and generate new methodologies for creating randomized portfolios for investment mandates. Collaborate with software engineers to implement and deploy quantitative models into production environments and collaborate with client team to support effective business development strategies aligned with company goals. Present research findings and insights to both technical and non-technical audiences through clear visualizations and presentations. Contribute to the development and enhancement of proprietary tools and software used for quantitative research and analysis. Design and operate business process to efficiently deliver high quality research products. Contribute to research meeting with investment managers to revise manager evaluation configurations and methodology. Research, construct, monitor and manage a portfolio of investment managers using the proprietary manager performance prediction model.SALARY: $125,000 - $165,000 per yearJOB REQUIREMENTS: Position requires a Master’s degree, or foreign equivalent, in Statistics, Mathematical Finance, Financial Engineering, or related quantitative field plus three (3) years of experience in the job offered or as Quantitative Researcher, Data Analyst or related. Full term of experience must include: Applying advanced mathematical and statistical techniques to solve empirical problems; Applying advanced statistical concepts to conduct novel research and implement new methodologies; Programming in all of the following: C++, Python, R and GO; Utilizing version control systems (e.g. Git) and cloud environment (e.g. AWS); Working with large datasets and use of database management systems (SQL or NoSQL), data warehousing, and data querying techniques; Preparing financial models, including use of different asset classes, risk assessment, portfolio optimization, option pricing models, and risk management strategies; Performing simulations, experiment design, linear and nonlinear regression, time series analysis, multivariate analysis, hypothesis testing, Bayesian statistics and nonparametric methods; Probability, including stochastic processes and Markov chains; and Code productionization, ensuring smooth integration of quantitative models into production systems.QUALIFIED APPLICANTS: Please contact recruiting@appliedacademics.com. Reference AA- 6844740

Minimum Salary: 125,000 Maximum Salary: 165,000 Salary Unit: Yearly