Vice President, Quant Researcher – Platform

iCapital Network; New York (NY); On-site; USD 180,000 - 210,000; Full time

Job summary

A leading investment firm is seeking a quantitative researcher to drive innovative methodologies in portfolio construction and risk management. The role involves engaging in advanced analytics, statistical modeling, presenting insights to stakeholders, and contributing to team knowledge sharing. Candidates should hold a Ph.D. in a relevant field and have experience in quantitative research within finance.

Qualifications

• Ph.D. and 1 year experience in quantitative research in finance required.
• Experience in data cleaning, financial analytics, and behavioral modeling.
• Knowledge of portfolio construction and statistical modeling techniques.

Responsibilities

• Engage in financial and behavioral research and perform data analytics.
• Prototype new quantitative modeling methodologies for portfolio construction.
• Communicate research findings to stakeholders and clients.

Skills

Data cleaning

Financial panel data analysis

Predictive models of financial time series

Behavioral analysis

Supervised machine learning methods

Education

Ph.D. in Finance, Economics or related field

Tools

R

Julia

Job description

Responsibilities: Engage in financial and behavioral research. Perform advanced data analytics and statistical modeling. Prototype new quantitative modeling methodologies for portfolio construction and risk management. Develop portfolio optimization frameworks. Survey design and experimentation for investor insights. Conduct behavioral analysis and segmentation. Enhance multi-factor models for alternative assets. Apply causal inference and event study analysis. Develop hierarchical Bayesian models for statistical inference. Collaborate on model implementation. Communicate and document research findings. Write peer-reviewed publications, white papers, and documentation on proprietary research and modeling methodologies. Present research results to stakeholders and clients to ensure transparent, effective communication of complex quantitative insights. Contribute to knowledge sharing and team development. Participate in research sessions and knowledge-sharing initiatives to facilitate continuous learning and skills development within the quantitative research team.

This is an in-office role.

Salary: $180,000 - $210,000/year.

Requirements: Ph.D. in Finance, Economics or a related field and one (1) year of experience quantitative research/development in the finance industry. Experience must include one (1) year each of the following: data cleaning and analytics of financial datasets in R/Julia; financial panel data analysis; development of continuous-time financial models; predictive models of financial time series; backtesting and model validation; behavioral analysis and modeling of preferences; convex optimization techniques; supervised machine learning methods, including dimensionality reduction and regularization techniques; and automated end-to-end model pipeline implementation. Experience may be gained concurrently.

Must have knowledge of the following: utility-based portfolio construction; construction of factor mimicking portfolios; application of Generalized Method of Moments (GMM) to asset pricing models; Maximum Likelihood Estimation (MLE); hierarchical Bayesian statistical modeling; asymptotic analysis; parametric and non-parametric bootstrapping; discrete choice modeling; and causal inference and natural experimentation techniques. Knowledge may be gained through graduate coursework or research.