Senior Quant yst
Senior Quant yst
Posted on :
07-09-2024
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1 Vacancy
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Job Description
Senior Quant Analyst
Experience: 6 to 10 yrs
Skills: Quant research Portfolio Optimization ML Python
Experience in real estate/fixed income/structured products
Responsibilities
Required Experience:
1. MS/Ph.D. in a quantitative discipline (math statistics computer science engineering finance)
2. Minimum of 6 years of experience in quantitative research and portfolio optimization.
3. Mastery of probability statistical inference time series forecasting and machine learning (ML). You can differentiate signal from noise and avoid common pitfalls of applying ML to noisy datasets.
4. Proficient in python and common data science libraries (e.g. pandas numpy scikitlearn)
5. Proficient in the basics of data engineering. You can load data into a warehouse design and build simple database models and write moderately complex SQL queries to power your research.
Preferred Experience:
1. Experience in quant research applied to financial markets and investing. Real estate experience a plus but not required.
2. You have built endtoend portfolio optimizers in a multiasset or multisector context and have diversified by geography e.g. optimization of a municipal bond portfolio diversified by geography of different municipalities.
3. Experience with BlackLitterman and other topdown approached as well as hierarchical and other bottomup portfolio optimizations including ML techniques.
4. Proficient with cloud computing in Azure working with virtual machines serverless functions cloud storage data pipelines etc.
quantitative research,python,ml,real estate,portfolio optimization,fixed income,asset-backed security (abs),clo,collateralized debt obligation (cdo)
Employment Type
Full Time
Key Skills
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