Quantitative Research Analyst, Systematic Equity, AVP - State Street Investment Management

State Street•Boston, MA

8d•$90,000 - $142,500

About The Position

This role is for a Quantitative Research Analyst in the Systematic Equity team. The role is based in Boston and reports to the Head of Data and Analytics of Systematic Equity. Systematic Equity team manages a wide range of quantitative equity strategies over a broad active risk spectrum across global markets. The team has a deep history of delivering innovative risk-controlled alpha to our clients and we are looking for someone who can help shape the next phase of our growth with extraordinary analytical skills and strong passion for data science. You will have an opportunity to combine your analytical skills and investment insights with innovative data and modeling techniques on a cutting-edge distributed computing platform to solve investment problems. Why this role is important to us The team you will be joining is a part of State Street Investment Management, one of the biggest asset managers in the world, that provides services to the world’s governments, institutions and financial advisors across the globe. With over four decades of experience and trillions of dollars in assets under management, we offer one of the broadest selections of services across asset classes, risk profiles, regions and styles. As pioneers in index, ETF, and ESG investing, we are always inventing new ways to invest. Join us if making your mark in the asset management industry from day one is a challenge you are up for.

Requirements

Advanced degree (PhD/MS or equivalent) in finance, economics, or a quantitative discipline such as computer science, mathematics, statistics, physics or engineering.
Minimum 2 years of work experience in quantitative finance or data science. Candidates with a doctoral degree and no work experience may be considered.
Great analytical skills with solid knowledge in statistics.
Strong problem-solving capabilities with attention to details.
Excellent coding skills with experience in Python, SQL and/or R.
Strong working knowledge of theoretical and practical concepts in machine learning including natural language processing.

Nice To Haves

Deep knowledge of quantitative equity investment is strongly preferred but not required.
Experience with distributed computing is a plus.
Experience working with a large amount of structured/unstructured data is a plus.

Responsibilities

Generate ideas for investment process innovation and improvements with key focus in alpha generation and portfolio construction.
Execute research projects including interpreting, presenting and implementing results.
Contribute to maintaining and improving our state-of-the-art computing platform for research and production models.
Explore and evaluate alternative data sources and advanced machine learning techniques to solve investment problems better.

Benefits

Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans.
For a full overview, visit https://hrportal.ehr.com/statestreet/Home

Stand Out From the Crowd

Upload your resume and get instant feedback on how well it matches this job.

Upload and Match Resume