Job description
Quantitative Researcher
Location: Chicago, New York
About Us
Stott and May is excited to represent one of the world's leading alternative investment managers. Our client manages capital for many of the world's preeminent private, public, and nonprofit institutions, striving to deliver market-leading results and contribute to broader economic growth. With a history spanning over 30 years, they have built a culture of learning and collaboration, empowering their talented professionals to test ideas and develop impactful commercial solutions.
About the Team
The team bridges the gap between fundamental investment approaches and quantitative rigor. It comprises quantitative researchers and developers who collaborate to build and scale one of the largest equities portfolios in the market. They optimize various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. In this highly collaborative environment, each team member significantly contributes to the research agenda and has a visible impact on investments.
The Role
As part of the Quantitative Research team, you will blend quantitative disciplines, fundamental insights, and creative problem-solving to make a daily impact alongside Portfolio Managers and Analysts. Key responsibilities include:
- Working directly with business leadership to make decisions about risk, portfolio construction, and investment processes that will directly impact returns.
- Conducting research and statistical analyses to evaluate securities, including portfolio construction, multi-factor modeling, TCA, and Market Impact Modeling.
- Leveraging proprietary tools and data to help Portfolio Managers improve investment decision-making.
- Automating discretionary strategies within relevant equity markets.
Requirements
- Degree in a highly-analytical field (mathematics/statistics, finance/economics, engineering, and/or computer science) with a strong academic record from a top-tier university.
- Prior relevant financial industry experience in quantitative research/analytics, trading research, risk research, or portfolio management.
- Demonstrated proficiency in statistical methods and strong analytical problem-solving skills, including experience in engineering, statistical modeling, computer programming, scientific laboratory coursework, or similar independent research.
- Experience with portfolio construction, risk models, and TCA/transaction cost and market impact models.
- Experience creating and using algorithms to investigate and resolve large data or error-checking problems meticulously.
- Hands-on scripting experience in R, MATLAB, SQL, and exposure to UNIX OS.
- Leadership skills with the ability to work closely with fundamental businesses and cross-functional groups to deliver results on aggressive timelines.
- Exemplary communication skills, with the ability to convey advanced concepts concisely and logically to both technical and non-technical audiences.
- Commitment to excellence and rigorous attention to detail.
Why Join?
Become part of a team where your contributions are valued, and you can directly impact the world of alternative investment management. If you have a passion for quantitative research and driving investment strategies through data and analytics, we want to hear from you.
To apply, please contact Stott and May.