Quantitative Risk Researcher Job at Selby Jennings, Manhattan, NY

SitpSHk0THVjYXBCRVB2eEp5SUxiRWVyYlE9PQ==
  • Selby Jennings
  • Manhattan, NY

Job Description

We're partnered with one of the world's largest alternative asset managers for a position based in NYC. The firm has over a trillion in AUM company wide, we're engaged with their multi-asset investing group with ~$80b in investor capital. The team generates attribution, performance, optimization, and risk analytics across their platform. This specific group sits within their multi-asset investing platform conducting research, designing, and implementing systematic investment strategies.

Responsibilities: Portfolio Analytics, Quantitative Research, and Data Infrastructure

  • Maintain and develop internal data solutions focused on creating scalable and computationally efficient data and analytics infrastructure.
  • Develop performance and portfolio analytics across attribution, portfolio construction, portfolio optimization, and risk modeling.
  • Conduct research through using advanced stat and ML techniques using both conventional and alternative data. Alpha signal construction
  • Work cross functionally with other multi-asset investing teams like ops, treasury, and legal.

Qualifications:

  • 5+ years of experience in a quant research function or capacity
  • Hands on experience leveraging advanced machine learning and statistical techniques.
  • Python required, C++ beneficial.
  • Master's or PhD in a quant discipline
  • Applied experience in macro and asset class specific market data management.
  • In-depth understanding of risk frameworks, risk models, portfolio optimization, alpha signal construction, and portfolio simulation
  • Deep experience with analyzing large data sets.

Job Tags

Full time,

Similar Jobs

Impilo

Sales Engineer Job at Impilo

 ...empower healthcare providers with cutting-edge solutions that enhance remote patient care, improve operational efficiency, and streamline...  ...workflows. Lead the implementation of solutions, ensuring timely and successful deployment. Provide technical oversight and guidance... 

ASB Resources

Oracle Apex Consultant Job at ASB Resources

 ...responsibility for the following task: Responsible for designing and implementing new features into using a combination of APEX, JavaScript, SQL, PL/SQL. Responsible for the integration of third party APEX Plugins and JavaScript libraries. Suggesting... 

Solomon Page

Junior Graphic Designer Job at Solomon Page

We are looking for a Junior Graphic Designer for a top company in New York, NY! This position will be on site in the New York office.Responsibilities:~Unpacking sample boxes for Fall25 samples~Accurately cataloging and separating items by season~Organizing... 

Foxconn Industrial Internet

Assembly Operator - 3rd Shift Job at Foxconn Industrial Internet

FII USA, Inc., a Foxconn Technology Group Company, is seeking an Assembly Operator that will work as part of a larger team to assemble high-tech components and package the final assembled product for customer delivery. Once you join the team, you will perform a wide ...

Cumberland County Government

Patrol Deputy (Part-Time) Job at Cumberland County Government

 ...The Cumbe r land County Sheriffs Office is looking for Part-time Patrol Deputies to join our ranks! We are a very progressive law enforcement agency that promotes a Community Policing philosophy. Our dedicated and elite Patrol Deputies: Prevent crime by explaining...