About this role
You will take on the following responsibilities:
- The primary responsibility is to generate new alpha through quantitative signals that reflect inefficiencies in global capital markets activities related to both ETF trading.
- Ability to gather, maintain and analyze economic and financial data in support of global ETFs and indices. Expertise with large panel datasets of market microstructure data, including intra-day quote and trade execution data, is a significant plus.
- Past experience with portfolio construction and implementation research is a plus
- Build relationships with other teams supporting investment and research processes. Closely partner with multiple teams across the organization in the execution of joint research work.
You should possess the following qualifications:
- Excellent quantitative skills, as evidenced by formal training in statistics, applied mathematics, operations research, economics, computer science, physics, or related quantitative fleld. Extensive experience in utilizing those skills in an applied research environment. A PhD is a plus..
- 2+ years of work experience in investment research function of a financial firm.
- A strong understanding of financial markets, including drivers of return, risk control and portfolio construction techniques.
- Strong understanding of the use of computer technology in financial and economic research, with statistical programming skills (Python, Java), data management and retrieval acumen (preferably SQL/Spark) and Linux literacy.
- Effective communication skills, both written and verbal.
- Strong understanding of data available in the investment management industry and experience in managing and accessing such data to support research efforts.
- Ability to work efficiently and multi-task effectively in a fast-paced and team-oriented environment. This will include end-to-end research project work under from data gathering to hypothesis testing and model implementation.