Research|New York, NY
Responsibilities & Professional Experience:
- Work as part of team supporting the QES (Quantitative Research, Economics, and Strategy) risk solutions business.
- Work as part of team supporting the QES (Quantitative Research, Economics, and Strategy) risk business and converting the QES team’s alpha research into investible products.
- Analyze client portfolios using quantitative models and eventually interact directly with top-tier institutional investors to provide consulting services.
- Tailor risk models to a client’s investment mandate and the market environment then relate portfolio analytics to factor analytics, market regime, and the client’s investment thesis.
- Structure hedges or tactical trades as well as investible strategies using various portfolio optimization techniques.
- Consider implementation trade-offs including capacity, liquidity, transaction costs, portfolio turnover versus alpha.
- Conduct research on and assist with development of our team’s factor library, risk models, attribution tools, and portfolio optimizer.
- Assist in the development of libraries, APIs, and UIs for internal use and client use and in the integration of our products with our clients’ and our partners’ systems.
- Assist senior analysts with drafting research papers and preparing client presentations on equity risk and portfolio construction topics.
- Master’s Degree in Financial Engineering, Mathematical Finance, Math, Statistics, or related quantitative field
- 2 years’ experience as Quantitative Analyst or similar occupation with experience in quantitative Research, Portfolio Management, Risk Management, or related role
- Experience in: programming skills in R or Python; Equity Risk Models; Portfolio Attribution; Relational databases and SQL; Developing scalable libraries, UIs, APIs.
At Wolfe Research we feel passionately about equal pay for equal work and pay transparency is an integral practice for that. The compensation for this role is market competitive with a base salary range of $150,000 – $175,000. We intend to offer the selected candidate base pay within this range, based on non-discriminatory factors including but not limited to skill-set, job-related experience, and location.
Interested candidates, please email resume to: Justin Ullman at Jullman@wolferesearch.com.