Vice President, Quant Researcher – Platform

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

Job summary

iCapital is seeking a Vice President, Quant Researcher to drive innovative financial and behavioral analysis. This in-office position involves developing and optimizing quantitative models for portfolio management and requires a Ph.D. and experience in finance. Ideal candidates will have a strong background in data analytics and machine learning methodologies.

Qualifications

• Clear Ph.D. requirement for role.
• Must possess experience in financial datasets and model development.
• Knowledge of utility-based portfolio construction and causal inference techniques is essential.

Responsibilities

• Engage in financial and behavioral research; perform advanced data analytics.
• Prototype new quantitative modeling methodologies; enhance multi-factor models.
• Communicate research findings to stakeholders.

Skills

Data cleaning and analytics

Predictive models

Behavioral analysis

Machine learning methods

Causal inference

Education

Ph.D. in Finance, Economics or related field

Job description

Vice President, Quant Researcher – Platform

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Vice President, Quant Researcher – Platform

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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.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Other

• Industries

  Financial Services and IT Services and IT Consulting

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