myGwork - LGBTQ+ Business Community · 3 days ago

Quantitative Analyst, Solutions Research & Analytics

Boston, MA

Full-time

Hybrid

Entry, Mid Level

Wonder how qualified you are to the job?

Maximize your interview chances

Internet

Insider Connection @myGwork - LGBTQ+ Business Community

Discover valuable connections within the company who might provide insights and potential referrals, giving your job application an inside edge.

Responsibilities

Helping construct custom models using advanced asset allocation and portfolio construction techniques

Building high-performance computing algorithms, infrastructure, and APIs

Researching and building prediction and forecasting methods based on classical statistical techniques and ML-based techniques

Translating investment frameworks into tangible tools

Leveraging advanced optimization techniques for portfolio solutions

Employing multi-period simulation tools for performance projection

Integrating third-party risk models in portfolio exercises

Designing and maintaining efficient data management and research tools

Formulating new research ideas to enhance frameworks and tools

Following academic research and industry trends to incorporate best practices

Qualification

Find out how your skills align with this job's requirements. If anything seems off, you can easily click on the tags to select or unselect skills to reflect your actual expertise.

Quantitative DisciplinesFinancial EngineeringStatisticsOptimizationProgramming (Python)Machine LearningNeural Networks LSTMNeural Networks CNNsNeural Networks TransformersScikit-LearnTensorFlowPyTorchData Manipulation (SQL)Algorithmic RepresentationRisk Models BarraOneRisk Models AxiomaCFA designation

Required

Advanced degree in quantitative disciplines such as engineering, finance, operations research, or computer science is required

Solid understanding of standard financial engineering techniques

Excellent knowledge of statistics and optimization

Excellent programming skills (preferably in Python)

Experience in developing and deploying machine learning models, with a focus on neural network architectures like LSTM, CNNs and transformers in financial contexts

Proficient in programming scikit-learn, TensorFlow and PyTorch for neural network modeling

Experience managing and manipulating large data sets (preferably in SQL)

Strong ability to learn and translate abstract principles into systematic algorithmic representations

Some experience using third party risk models such as BarraOne or Axioma