A leading financial services firm in Newport Beach is seeking a Quantitative Research Analyst to enhance their portfolio management strategies. The ideal candidate will possess a strong quantitative background, preferably with a Master's or PhD. Key responsibilities include collaborating with portfolio managers, developing signals for alpha generation, and enhancing execution strategies. The role requires proficiency in Python and advanced analytical skills, along with the ability to communicate complex concepts clearly. This position offers a competitive salary and a collaborative work culture.
Qualifications
1-3 years of experience in financial industry performing econometric/statistical modeling with large datasets.
Experience in Fixed Income markets, especially Credit, is a plus.
Exposure to non-traditional modeling techniques and AI methods is a plus.
Responsibilities
Work closely with Portfolio Managers on portfolio construction.
Develop new signals for alpha generation and improve execution strategies.
Implement signals and techniques in portfolios.
Skills
Strong programming skills with Python
Excellent analytical and quantitative skills
Ability to communicate technical issues clearly
Education
Masters or PhD Degree in finance, computer science, statistics, engineering, economics, econometrics
Tools
Python
Job description
A leading financial services firm in Newport Beach is seeking a Quantitative Research Analyst to enhance their portfolio management strategies. The ideal candidate will possess a strong quantitative background, preferably with a Master's or PhD. Key responsibilities include collaborating with portfolio managers, developing signals for alpha generation, and enhancing execution strategies. The role requires proficiency in Python and advanced analytical skills, along with the ability to communicate complex concepts clearly. This position offers a competitive salary and a collaborative work culture.