Quantitative Risk Researcher Job at Selby Jennings, Manhattan, NY

TzNTVytIMnl0TzRvbGpyZVVCZENqSjduc0E9PQ==
  • 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

SelfHacked

Wordpress Developer Part Time Job at SelfHacked

Job Type and Pay: We are looking for a talented WordPress developer. Pay will be in accordance with abilities and experience. Position is remote Required Duties & Skills: Writing clean, readable code At least 3 Years of experience with web development... 

Ingredient-Driven Greek

Executive Chef Job at Ingredient-Driven Greek

 ...looking for a talented Executive Chef to spearhead the opening of their new high caliber Mediterranean concept that will feature coastal Greek influences. With a gorgeous design and aesthetic, there will be a robust high end intimate on-site event aspect to the role as well.... 

DataAnnotation

Biology Tutor Job at DataAnnotation

 ...We are looking for a biology tutor to join our team to train AI models. You will measure the progress of these AI chatbots, evaluate their logic, and solve problems to improve the quality of each model. In this role you will need to hold an expert understanding of biology... 

Link Up Overseas

Data Entry Clerk - Remote Work Job at Link Up Overseas

About the job Data Entry Clerk - Remote Work The Customer Service / Data Entry Representative will provide a wide variety of administrative...  ...We offers competitive salaries and benefits, including: medical/dental/vision plans, life and accident insurance, 401(K),... 

The Premiere Group

Corporate Controller (Family Office/PE) Job at The Premiere Group

 ...standards and key performance metrics across the portfolio. Prepare and present financial reports to leadership/stakeholders, ensuring...  .... Lead/liaison internal and external audit processes, tax compliance efforts, and regulatory reporting, working closely with...