Quant Researcher
Posted on 10/5/2022
INACTIVE
iCapital Network

1,001-5,000 employees

Digital platform facilitating access to alternative investments
Company Overview
iCapital is a global fintech leader that has significantly transformed the alternative investment marketplace by providing streamlined, scalable digital solutions and educational resources. Their robust technology and services, including diligence, compliance, and portfolio analytics capabilities, have revolutionized how wealth management, banking, and asset management industries facilitate client access to a wide range of private investments. Furthermore, iCapital's commitment to democratizing alternatives has enabled organizations to offer direct investments and feeder funds at lower minimums, thus expanding beyond the traditional 60/40 portfolio.
Financial Services

Company Stage

Series C

Total Funding

$717.3M

Founded

2013

Headquarters

New York, New York

Growth & Insights
Headcount

6 month growth

6%

1 year growth

15%

2 year growth

68%
Locations
Greenwich, CT, USA
Experience Level
Entry
Junior
Mid
Senior
Expert
Desired Skills
R
Data Analysis
CategoriesNew
Quantitative Finance
Requirements
  • Ph.D. in finance, economics, or related discipline ideally
  • 1-5 years of industry experience in quantitative research
  • Proficiency in a scientific coding language (R or Julia preferred)
  • Learned or applied experience with utility-based portfolio theory, discrete choice modeling, and structural estimation using techniques such as Generalized Method of Moments (GMM/SMM) and/or MCMC
  • A working knowledge of Bayesian inference
  • Familiarity with standard statistical techniques such as non-parametric and parametric bootstrapping, the delta method, and basic asymptotics
  • Experience working with panels of financial data
  • Prior experience in writing research papers
  • Strong interest in portfolio construction and risk management
  • Able to work in a dynamic and fast-paced environment
Responsibilities
  • Understand the latest research in behavioral finance, portfolio analytics, and risk management across academia and industry practitioners, with a focus on alternative assets
  • Replicate, assess, and/or improve on empirical methodologies from academic literature published in general interest finance and economics journals
  • Apply data analytics techniques from both traditional statistics and machine learning to a combination of proprietary, public, and third-party data
  • Define and assess innovative proprietary analytical methodologies for portfolio construction and risk management
  • Prototype new quantitative models and collaborate closely with quant developers as well as other teams to productionize the models
  • Write peer-reviewed or white papers and documentation on proprietary research results and modeling methodologies
  • Present research results to stakeholders and clients