Senior Quantitative Researcher

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
• The base salary range for this position is $170,000 - $325,000 per year.
• Arrowstreet Capital is a Boston-based systematic investment firm that manages global equity portfolios for institutional investors around the world.

Benefits

Additional Information

We are looking for a senior researcher to join our Research group. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, evaluating data sources related to those ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and initiative. As a senior researcher, you will contribute to idea generation and management of high-impact projects that improve the specification and/or implementation of our investment models, as well as research projects that improve portfolio construction decisions in our fully integrated, unified systematic investment process.

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