Arrowstreet Capital-posted about 2 months ago
Full-time • Entry Level
Boston, MA
251-500 employees
Securities, Commodity Contracts, and Other Financial Investments and Related Activities

We are looking for Quantitative Researchers to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment 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 Quantitative Researcher, you will work on 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.

  • Performing ad-hoc exploratory statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources
  • Researching predictable patterns in asset returns, risks, trading costs and other data relevant to financial markets
  • Writing and maintaining production-quality code used directly in the investment process
  • Assessing the quality of historical and current data, diagnosing deficiencies, and prescribing fixes
  • Performing portfolio construction research using our proprietary simulation capability
  • Working with software engineers to design feeds for new data sources from third-party vendors
  • Participating in data architecture decision-making to support the Research data platform
  • Degree from an undergraduate or graduate educational institution in finance, mathematics, economics, or a closely-related discipline emphasizing quantitative or financial analysis
  • 1-3 years of relevant experience required
  • Demonstrated professional or academic success
  • 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 statistics to economics (including econometrics or regression analysis)
  • Experience with a statistical computing environment such as Python, Stata, R, or MATLAB
  • Experience analyzing large data sets
  • Understanding of finance (including equities and derivatives)
  • Passion for financial markets
  • Excellent communication skills, including data visualization
  • High energy and strong work ethic
  • Good understanding of the academic field of empirical asset pricing
  • Familiarity with financial data products
  • Experience with stock market data sets
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