Arrowstreet Capital
Senior Quantitative Researcher
Boston · Senior
Sponsorship not specified$170k-$325kDetected 51 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.
Apply directly at Arrowstreet Capital →Create a free account for alerts like thisView Arrowstreet Capital immigration profile
This listing is sourced directly from Arrowstreet Capital's careers page and normalized into a canonical job model.