This position may start as a consulting position initially with an opportunity to grow into a full-time position within a few months.
LOCAL CANDIDATES IN THE SAN FRANCISCO BAY AREA CALIFORNIA ONLY
Duties and Responsibilities:
Provide analytical support to portfolio manager on risk, return and transaction cost/impact of investment portfolios and strategies in the equity asset class
Participates in quantitative research projects under the guidance of portfolio management to support investment decision processes, utilizing quantitative skills, e.g. time series regressions, simulation and back-testing
Assists in the development of data infrastructure for investment management including market, portfolio and analytics data. Looks for alternative and new sources of data and ensures the cleanliness and accuracy of data.
Graduate school or grad school candidate in a quantitative discipline.
Extensive experience with UNIX command line and bash script
Minimum of 3 years experience in statistical programming using Python, Javscript, and/or R; Some experience with R-programming is a requirement.
Experience handling large databases (e.g. SQL)
1-2 years work experience in a finance/investment firm preferred (ideally an equity-based shop).
Solid understanding of capital markets and investment concepts.