Job Locations; New York, Chicago, San Francisco – there is scope for the role to be based in any one of the locations.
The objective of this position is to establish a new group to focus on portfolio analytics, measure, quantify and monitor the performance of different ideas for equities. A process known as alpha capture similar to the Marshall Wace “Trade Optimized Portfolio System”. The objective is to build a similar system to rank and track the ideas that are generated by internal equity analysts across different departments within the firm. The main focus of the position is to establish key performance indicators for investment ideas and to design, implement the analytics framework for portfolio attribution and alpha capture for tracking, monitoring analyst’s ideas. We need a quant with the technical skills (factor modeling, python R) and domain knowledge (equity) to build this system and the personality, business acumen and gravitas (most important) to get the project of the ground and drive behavior change so that the initiative is a success. We need someone who knows single stock equities with a quantitative-fundamental approach and who understands the importance of analytics for portfolio construction.
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