Enterprise Product- Equity Index Quantitative Research
New York, NY
Posted Jan 28, 2020 - Requisition No. 81032
Bloomberg’s Portfolio and Index Research group is responsible for the development of quantitative models for the analysis of portfolio risk & performance, as well as the research of investment strategies across asset classes that capture systematic premia or investor preferences. Within this group, the Index and ESG Research team supports the Index business in the development of indices using advanced quantitative techniques, as well as ESG product development.
We are seeking a quantitative researcher to join an active research team responsible for index design among various asset classes and investing strategies. The particular role will be primarily focused on the development and support of a suite of equity factor indices. The role reports to the head of the Index and ESG Research team.
Responsibilities:
Develop and validate models for investment signal extraction and aggregation into targeted strategies
Collaborate with Data, Product and Engineering teams
Propose and substantiate new research ideas
Communicate clearly through face-to-face meetings, presentations and written publications
Deliver complex projects with multiple stakeholders
Perform literature reviews and keep apprised of index research
Qualifications:
The candidate should demonstrate expertise in quantitative analysis techniques, including knowledge and experience with a range of data sources and statistical analysis. Additionally, the candidate should have experience with corporate valuation theory and fundamental data analysis including interpretation, normalization, and signal extraction.
Key qualifications include:
PhD degree in Mathematics, Economics, Statistics, Quantitative Finance or a similarly quantitative field
Experience implementing statistical models that apply cross-sectional and time-series econometrics, dimensionality reduction, and optimization techniques
Expertise in one or more statistical programming languages – Python is preferred
Familiarity with software development tools such as GitHub
2+ years of experience working on a team dealing with equity factor models
Outstanding written and oral communication skills
We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status