Master's degree in Computational Finance, Finance, Economics, Financial Engineering, or related field, and 48 months of experience in job offered or closely related role. Alternate: Bachelor's degree in same fields and 72 months of experience in job offered or closely related role
Four years of experience in Global Equity research with alpha generation
Four years of experience in Tactical cross-asset allocation and ability to evaluate investment insights through a cross-asset relative value lens
Four years of experience in Discretionary research with a particular emphasis on cross-sector thematic equity expressions
Four years of experience in Systematic alpha research inclusive of single stock data-sourcing and cleaning, signal design and backtesting, and implementation
Four years of experience in Income-centric equity expressions including REITs, infrastructure, covered calls, and dividend equities
Four years of experience in Coding in Python and SQL
Four years of experience with Bloomberg terminal
Four years of experience in Leveraging LLMs in an investment context
Four years of experience with Haver Analytics
Four years of experience with Aladdin Applications
Four years of experience with Factor model, risk analytics, and attribution
Responsibilities
Generate tactical trade recommendations with a primary focus on equities
Synthesize insights in a cross-asset context to evaluate best risk-adjusted implementations
Evaluate best implementation of investment insights, including delta-one, option expressions, as well as custom equity baskets
Provide broad analytical support to portfolio managers and product strategists, including development and delivery of investment dashboards and analysis
Help scale investment and research processes and tools through programming and leveraging growing AI capabilities