Numeric Quantitative Rotational Analyst

Join Numeric’s Investment Management Graduate Rotational Program with an opportunity to work alongside Numeric’s Quantitative Research, Portfolio Management & Alpha Tech teams. 

Following the 5 rotations, the Rotational Analyst will have an opportunity to join the Quant Research or Portfolio Management team full-time.

As a Quantitative Research Rotational Analyst, you will conduct research and develop strategies which will improve our trading of financial markets in equities and across the business in general. You will develop and improve quantitative investment strategies in financial markets within the Strategic Alpha Research team. You will work closely with other team members to create new and support existing strategies by identifying new investment ideas or innovative data sources. You will conduct research on various implementation aspects of investment strategies such as trading cost models, risk models, optimization, and portfolio construction.

The Portfolio Management Rotational Analyst role spans a broad spectrum of research, investment, and technical tasks. The role involves both validating the inputs to our models as well as the output from the quantitative signals used to make buy/sell decisions. You will monitor portfolio risk and country/sector exposures, analyze portfolio returns, and conduct analysis for client communications. You will analyze the output of our portfolio construction process to ensure the integrity of our investment philosophy. Assist research and portfolio management teams with enhancing existing signals and creating new signals.  You will potentially rotate through the Fixed Income, Equities (EM or DM), Alternatives or Tax Aware teams.      

As a Quantitative Developer Rotational Analyst in Technology, you will be working directly with the research and portfolio management teams to implement new ideas and signals which explain and outperform the market. This includes responsibility for the continued success of Raptor, our in-house Quant Platform, and building the tools, frameworks, libraries and applications which power our Quantitative Research and Systematic Trading. Your challenges will be varied and might involve implementing signals, analyzing and onboarding new datasets, cluster-computing solutions, numerical algorithms, and developing portfolio optimization toolkits.

Key competencies

• Strong academic record and undergraduate degree in finance, mathematics, statistics, computer science, economics, or engineering, with a minimum GPA of 3.5/4.0
  
• Strong programming and statistical analysis skills (e.g., Python, R) and the ability to communicate complex ideas clearly
• Demonstrated problem solving ability
• Self-organized with the ability to effectively manage time across multiple projects and with contending business demands and priorities
• Focused on delivering value to the business with steadfast efforts to improve process