Senior Quantitative Researcher - Systematic Investing

Arrowstreet Capital, Limited Partnership; Boston (MA); On-site; USD 170,000 - 325,000; Full time

Benefits offered by this job

Competitive compensation package

Bonus potential

Job summary

Arrowstreet Capital is seeking a senior researcher to join our Research group in Boston. The role focuses on generating investment ideas, evaluating data sources, codifying ideas into signals, back-testing, and forecasting returns, risk, and trading costs to inform trading decisions.

You will lead high-impact projects, manage other researchers, and contribute to model specification and implementation within our integrated systematic investment process.

Qualifications

• 7+ years of experience developing systematic investment strategies.
• A creative, rigorous thinker with ability to develop differentiated alpha ideas.
• Hands-on quantitative research experience as an individual contributor.
• Experience managing other researchers on multiple projects.
• Significant experience evaluating novel data sources.
• Expertise in risk and transaction cost modeling.
• Proficiency with Python, R, MATLAB or similar.

Responsibilities

• Contribute to idea generation and management of high-impact projects that improve model specification and implementation.
• Pursue research projects that improve portfolio construction decisions within our integrated systematic investment process.
• Communicate findings clearly, including data visualizations, to stakeholders.

Skills

7+ years experience

Differentiated alpha ideas

Hands-on quantitative research

Lead researchers

Evaluate novel data sources

Risk and TC modeling

Programming in Python/R/MATLAB

Education

Undergraduate quantitative degree

Graduate degree in economics/finance/statistics (a plus)

Tools

Python

R

MATLAB

Job description

Arrowstreet Capital is seeking a senior researcher to join our Research group in Boston. The role focuses on generating investment ideas, evaluating data sources, codifying ideas into signals, back-testing, and forecasting returns, risk, and trading costs to inform trading decisions.

You will lead high-impact projects, manage other researchers, and contribute to model specification and implementation within our integrated systematic investment process.