Arrowstreet Capital
Finance
SeniorQuantitativeResearcher
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“Senior Quantitative Researcher at Arrowstreet Capital. Skills: quantitative research, systematic investment strategies, risk and transaction cost modeling, portfolio construction. coming up with investment ideas. evaluating data sources related to those ideas”
What You'll Achieve.
producing return, risk and trading cost forecasts based on the signals to drive trading decisions
Industry & Context.
analytical; quantitative; problem-solving skills; rigorous thinker
What They're Looking For.
Must Have
7+ years of experience developing systematic investment strategies, Extensive experience performing hands-on quantitative research as an individual contributor, Extensive experience managing other researchers on multiple simultaneous research projects, Significant experience evaluating novel data sources, Expertise in risk and transaction cost modeling, Significant experience implementing successful research ideas in a production process, analytical, quantitative, and problem-solving skills, Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory, Knowledge of the application of statistics to economics (including econometrics or regression analysis), Good understanding of the academic field of empirical asset pricing, High energy and work ethic, An undergraduate degree with an emphasis on challenging quantitative coursework
Nice to Have
A graduate degree in a field related to economics, finance, or statistics is a plus
What You'll Do.
coming up with investment ideas
evaluating data sources related to those ideas
codifying those ideas into signals
back-testing the signals
risk and trading cost forecasts based on the signals to drive trading decisions
contribute to idea generation and management of high-impact projects that improve the specification and/or implementation of our investment models
research projects that improve portfolio construction decisions in our fully integrated
unified systematic investment process
How You'll Work.
Team & Collaboration
collaborative; team-oriented environment; managing other researchers on multiple simultaneous research projects
Communication Scope
Excellent communication skills; data visualization
Process & Methodology
management of high-impact projects, managing other researchers on multiple simultaneous research projects
Full Job Description
We are looking for a senior researcher to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, evaluating data sources related to those ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative. As a senior researcher, you will contribute to idea generation and management of high-impact projects that improve the specification and/or implementation of our investment models, as well as research projects that improve portfolio construction decisions in our fully integrated, unified systematic investment process. ### Qualifications * 7+ years of experience developing systematic investment strategies, particularly in equity and currency markets and with forecast horizons of days, weeks, or months instead of seconds, minutes, or hours * A creative, rigorous thinker with a demonstrated ability to come up with differentiated alpha research ideas based on investment logic and intuition * Extensive experience performing hands-on quantitative research as an individual contributor * Extensive experience managing other researchers on multiple simultaneous research projects * Significant experience evaluating novel data sources * Expertise in risk and transaction cost modeling * Familiarity with optimization and portfolio construction in a systematic investment process more generally * Significant experience implementing successful research ideas in a production process * Excellent communication skills, including data visualization * Strong analytical, quantitative, and problem-solving skills * Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory * Knowledge of the application of
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