Quant Researcher
Posted on 10/5/2022
iCapital Network

501-1,000 employees

Greenwich, CT, USA
Experience Level
Desired Skills
Data Analysis
Quantitative Finance
  • 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
  • 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