Must possess the following at least 5 years of experience with programmingutilizing R, Matlab, C, SQL, and Python; at least 5 years of experience with performing statistical analysis of historical data gathered from financial markets to build quantitative models; at least 5 years of experience with analyzing the risk and return profile of portfolios of financial instruments, including demonstrable market intuition; at least 5 years of experience with conducting independent research, including fundamental data, utilizing large data sets; at least 5 years of experience with Systematic Trading research; at least 5 years of experience with portfolio construction and equity factor risk models; and at least 2 years of experience with leading the development, research and implementation of quantitative models for equities on behalf of a financial service institution.
Categories: eb3
0 Comments