The Quantitative Equities team within the Quantitative Strategies Group in Alternatives Investments is responsible for managing equity portfolios that seek to outperform a variety of U.S. and international equity benchmarks. The team additionally manages long/short equity market neutral strategies as well as short extension strategies. The team uses statistical and econometrical models, together with advanced technology and extensive financial databases, to perform rigorous investment analysis with a disciplined approach to risk control.
The Research Analyst will be working closely with a highly skilled team of research analysts, portfolio managers, traders, and product specialists to create, implement, and monitor models in the areas of international and domestic stock selection, risk measurement, portfolio optimization, transaction costs, and performance attribution.
[FONT="]Qualified candidates should have a Master's Degree or equivalent in a quantitative discipline. The candidate must possess strong programming skills with expertise using Visual Basic, SQL, Matlab, and SAS. The candidate needs to have an understanding of basic accounting rules and have experience working with large datasets, particularly financial databases such as Compustat, Worldscope, IBES, etc. The qualified candidate will be a detail-oriented team player with an entrepreneurial attitude.[/FONT]