WELLINGTON MANAGEMENT COMPANY LLP – $85,363.00/Year

Must have 3 years of experience in each of the following experience may be gained concurrentlybr br Objectoriented programming, cloud computing, and at least one of the following 3 languages Java, C, or C#br Data sources and algorithms employed in constructing quantitative alpha models, including mathematical techniques of linear and nonlinear functional representation and statistical inference on the output of such modelsbr Mathematical optimization techniques, including convex and secondorder code algorithms and associated feasibility, complexity, or robustness challengesbr Multifactor risk modeling techniques, including timeseries, fundamental, and statistical risk models.br Practical interaction with risk model calculations across multiasset portfolios, including techniques of factor identification and covariance estimationbr Transaction cost modeling and management, including calibrating pretrade models and performing statistical analysis on posttrade databr Integration of transaction cost models into optimization algorithms and preparation of transaction cost reports in standardized format for regulatory or other reporting purposesbr Analysis and evaluation of specialized financial data and alternative data sources including regulatory financial statements, macroeconomic indicators, ESG data, and vendor data from broker sources, including experience with data from Worldscope, Compustat and Barra vendorsbr Modern methods of statistical learning and machine learning and their application to financial data, including multiple regression analysis, principal component analysis, and decision trees