Arrowstreet Capital

Arrowstreet Capital

Senior Quantitative Researcher

Boston · Senior

Sponsorship not specified$170k-$325kDetected 30 days ago
PythonMATLABData VisualizationStatisticsRecruitingSTATAResearchCommunicationProblem Solving

About the role

  • Arrowstreet Capital is committed to working with and providing reasonable accommodations for qualified individuals with disabilities and disabled veterans.

Requirements

  • A creative, rigorous thinker with a demonstrated ability to come up with differentiated alpha research ideas based on investment logic and intuition
  • Expertise in risk and transaction cost modeling
  • Familiarity with optimization and portfolio construction in a systematic investment process more generally
  • Significant experience implementing successful research ideas in a production process
  • 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
  • 7+ years of experience developing systematic investment strategies, particularly in equity and currency markets and with forecast horizons of days, weeks, or months instead of seconds, minutes, or hours
  • Extensive experience performing hands-on quantitative research as an individual contributor
  • Extensive experience managing other researchers on multiple simultaneous research projects
  • Significant experience evaluating novel data sources
  • Excellent communication skills, including data visualization
  • Strong analytical, quantitative, and problem-solving skills
  • Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory
  • Good understanding of the academic field of empirical asset pricing

Nice to have

  • An undergraduate degree with an emphasis on challenging quantitative coursework.
  • A graduate degree in a field related to economics, finance, or statistics is a plus

Compensation

  • The base salary range for this position is $170,000 - $325,000 per year.

This listing is sourced directly from Arrowstreet Capital's careers page and normalized into a canonical job model.