Role:

The role will report directly to the Portfolio Manager in charge of the inter market strategy group.  Primary activities will involve assisting the Portfolio Manager in performance attribution, benchmarking, and risk analysis.  Additional work will include research projects in inter-market analysis, portfolio construction, volatility analysis, model development, etc.

Requirements: 

·         Masters or PhD in Mathematics, Physics, Statistics, or Econometrics

·         Programming skills in C++, C# or Matlab

·         2+ years of relevant work experience

·         Proven experience with data analysis and modeling methods such as ARCH, co-integration, ARIMA, PCA, Markov models, etc.

·         Background in statistical arbitrage modeling, pairs trading, etc.

·         Excellent verbal and written presentation skills

 

Compensation:
Salary plus annual bonus (Depends on experience.)