Senior Quantitative Researcher at Arrowstreet Capital

Boston, Massachusetts, United States

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Not SpecifiedCompensation

Senior (5 to 8 years)Experience Level

Full TimeJob Type

UnknownVisa

Investment Management, Quantitative FinanceIndustries

Requirements

7+ years of experience developing systematic investment strategies, particularly in equity and currency markets and with forecast horizons of days, weeks, or months instead of seconds, minutes, or hours
A creative, rigorous thinker with a demonstrated ability to come up with differentiated alpha research ideas based on investment logic and intuition
Extensive experience performing hands-on quantitative research as an individual contributor
Extensive experience managing other researchers on multiple simultaneous research projects
Significant experience evaluating novel data sources
Expertise in risk and transaction cost modeling
Familiarity with optimization and portfolio construction in a systematic investment process more generally
Significant experience implementing successful research ideas in a production process
Excellent communication skills, including data visualization
Strong analytical, quantitative, and problem-solving skills
Understanding of probability, statistics, linear regression, time-series analysis, linear algebra, calculus, optimization and portfolio theory
Knowledge of the application of statistics to economics (including econometrics or regression analysis)
Experience with a statistical computing environment such as Python, Stata, R, or MATLAB
Good understanding of the academic field of empirical asset pricing
High energy and strong work ethic
An undergraduate degree with an emphasis on challenging quantitative coursework. A graduate degree in a field related to economics, finance, or statistics is a plus

Responsibilities

Contribute to idea generation
Manage high-impact projects that improve the specification and/or implementation of investment models
Conduct research projects that improve portfolio construction decisions in a fully integrated, unified systematic investment process

Skills

quantitative research

systematic investment strategies

equity markets

currency markets

alpha research

risk modeling

transaction cost modeling

portfolio construction

optimization

probability

statistics

linear regression

time-series analysis

linear algebra

calculus

data visualization

Arrowstreet Capital

Investment management for global equity strategies

About Arrowstreet Capital

Arrowstreet Capital specializes in managing global and international equity investments for institutional clients, including pension plans and foundations. Their investment strategies include long-only, alpha extension, and long/short approaches, utilizing various financial instruments like swaps and futures. The company employs quantitative methods to analyze investment signals and develop proprietary models for return, risk, and transaction costs. This structured investment process aims to create diversified equity portfolios that seek to outperform specific benchmarks by identifying opportunities across different companies, sectors, and countries. With around $100 billion in assets under management, Arrowstreet Capital serves over 200 clients across North America, Europe, and the Asia-Pacific region.

Boston, MassachusettsHeadquarters

1999Year Founded

SECONDARY_PRIVATECompany Stage

Quantitative Finance, Financial ServicesIndustries

201-500Employees

Risks

Indictment of former executive for trade secrets theft may impact client trust.

Market volatility and geopolitical tensions could affect portfolio performance.

Rise of passive investment strategies may increase competition and pressure on fees.

Differentiation

Utilizes quantitative methods for investment signals in proprietary models.

Manages $100 billion for over 200 global clients.

Offers diverse equity strategies including long-only, alpha extension, and long/short.

Upsides

Advancements in AI enhance quantitative model capabilities for market trend prediction.

Increased interest in ESG investing can be leveraged by integrating ESG metrics.

Thematic investing trends offer opportunities for specialized equity strategies.

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