This position resides within our quantitative research team whose main focus is the development of systematic investment strategies. More specifically it is part of our small but growing Risk Premia team, which engages in quantitative alternative investing. The individual will work with our portfolio managers and the research team in building out this area within our platform.
- Research and design quantitative strategies across currencies, commodities as well as index level equities and fixed income
- Create or assist in creating client collateral. Communicate results with stake holders within and outside of Geode
- More broadly contribute to our research agenda and processes, principally around quantitative investing across asset classes
- We are seeking an investment professional with a minimum of two years of experience specifically focused on quantitative alternative investing to support the team’s efforts in managing our portfolios and growing our asset base.
- Ideally 2-5 Years of similar investment related work experience. More or less experienced candidates will be considered depending on other qualifications they possess
- A theoretical foundation as well as work experience in quantitative investing
- Analytical and programming skills are a prerequisite (C, C++, Matlab, Python, or R)
- Excellent analytical skills, high aptitude for quantitative reasoning and problem-solving
- Understanding of portfolio construction and risk modeling
- Strong presentation and communication skills
- Attention to detail and high degree of organization
- BA/MA or advanced degree in Economics or Finance or Quantitative focus (Engineering, Computer Science, Physics); CFA is a plus
- Initiative to work individually but also well within a team based environment