Henlow Group US

Equity Model Researcher

Henlow Group US New York, United States

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The ideal candidate would have a MSc/PhD in a highly analytical field, with a strong demonstration of CS fundamentals and strong analytics

Experience
  • Strong coding skills
  • Quantitative background
  • Demonstrated empirical skills: comfortable with analysis of large data sets
  • Experience using statistical packages (Matlab, R) and exposure to programming and scripting
  • Previous experience in a quantitative role within a trading and risk modelling/management environment
Responsibilities
  • Conduct quant research on proprietary risk factor models for equities and other asset classes (both fundamental and long-short strategies)
  • Responsible for the entire model evaluation process: factor selection/recognition, factor return estimation, idiosyncratic volatility estimation
  • Integrate multiple data sources in model building
  • Develop and test new risk/alpha factors and new data sources
Academic Background
  • MSc/PhD in a highly analytical field of education (Statistics, Math, Computer Science, Physics)
Programming Languages: C++/C/Perl/Python

Henlow is acting as an Employment Agency in relation to this vacancy.
  • Seniority level

    Associate
  • Employment type

    Full-time
  • Job function

    Finance and Sales
  • Industries

    Capital Markets, Software Development, and Financial Services

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Equity Research Specialist in New York, United States

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