Responsibilities
- Conduct research to improve portfolio construction on both live and simulated portfolios
- Conduct research to improve portfolio performance through improved risk management and lower transaction costs
- Perform both pre and post trade transaction cost analysis
- Turn research code into production and implement results
Qualifications
- Masters degree in economics, finance, math, statistics, applied math, or a closely related quantitative field
- 2+ years of work experience at an asset managment firm, hedge fund, or investment bank
- Strong programming skills in Python and its associated ML/deep learning, statistical packages (Pandas, PyTorch, Keras, etc)
- Strong statistics background
