Quantitative Research Analyst

Responsible for development and implementation technology including Python, Jupiter notebook, Pycharm, R, SQL, MS SQL server, Gitlab, Linux and Putty; initiating research on passive investment products across single stocks, ETFs, currencies, commodities, derivatives and index portfolios; monitoring all aspects of the investment management life cycle for an ongoing basis by exploratory data analysis and visualization; and identifying exceptions/out-of-the-ordinary events.

Primary Responsibilities:

• Researches and develops systematic investment and trading strategies and manages portfolio risks, tracks errors, executes algorithms, and market liquidity across equities, commodities, currencies, and interest rate instruments within the Quantitative Research team.
• Produces research on Passive Investment Products to be translated into a competitive advantage in fund performance via enhancements in portfolio construction, cost minimization, and signal-based trades strategies.
• Conducts quantitative research within the investment products across single stocks, currencies, commodities, derivatives, and index portfolios.
• Contributes to the development of new trades strategies while supporting current processes.
• Works in collaboration with internal data teams to identify potential new and valuable data sources for statistical models.
• Conducts quantitative analyses of information involving investment programs or financial data of public or private institutions, including valuation of businesses.
• Analyzes financial or operational performance of companies facing financial difficulties to identify or recommend remedies.
• Prepares plans of action for investment, using financial analyses.
• Provides data driven insights to portfolio managers and traders for enhancements on daily practices including rebalances strategies and asset allocation policy optimization.

Education and Experience:

Bachelor’s degree (or foreign education equivalent) in Finance, Management Science and Engineering, Computer Science, Engineering, Information Technology, Information Systems, Mathematics, or a closely related field and three (3) years of experience as a Quantitative Research Analyst (or closely related occupation) analyzing and querying financial data within an asset management environment.

Or, alternatively, Master’s degree (or foreign education equivalent) in Finance, Management Science and Engineering, Computer Science, Engineering, Information Technology, Information Systems, Mathematics, or a closely related field and one (1) year of experience as a Quantitative Research Analyst (or closely related occupation) analyzing and querying financial data sets within an asset management environment.

Skills and Knowledge:

Candidate must also possess:

• Demonstrated Expertise (“DE”) measuring portfolio level risk metrics and aggregation of analytic attributes, tail-risks and stress tests at predefined periods (month, quarter, and year end), using C++, MATLAB, Python, SQL, and VBA.
• DE conducting quantitative research and developing software applications and tools using Python and SQL to derive actionable insights and support investment decision making; providing analytical framework and executing quality metrics by applying statistical, time series and machine learning techniques; and enhancing Python and SQL code on decision-making process in passive investment businesses including trading, risk, and index rebalance across multiple asset classes -- stocks, currencies, commodities, derivatives, and index portfolios.
• DE conducting data analysis using Python and SQL, including identifying patterns and correlations; and developing an outlier/exception detection method to identify and monitor out-of-the ordinary events that occur along all aspects of the investment management life cycle.

• DE creating, publishing and delivering the production and analysis of Management reports on assets, performance attribution, trading and risk to senior leadership to impact business decisions, including creating financial reports using visualization tools -- Tableau, Matplotlib and Seaborn in Python, Ggplot2 and Shiny in R, and Tibco Spotfire.

To apply, visit https://www.geodecapital.com/careers.