© 2016 by Grid Market Research

 

85 Broad street, 28th floor, office 69, NY 10004

+1-800-829-7617

 

CAREERS

 

QUANTITATIVE ANALYST

Grid Market Research Inc. seeks a Quantitative Financial Analyst to work at its office in New York City, New York. 

 

A successful candidate will perform the following duties:

  • Develop quantitative models and gather quantitative information for identifying and evaluating investment opportunities. Perform quantitative analysis of macroeconomic data and interpretation.

  • Perform historical backtesting of alpha-generating investment strategies and asset allocation strategies, stress testing, scenario analysis, analysis of hedging strategies and portfolio construction models.

  • Develop, implement, and validate valuation models of financial instruments, including derivatives of different asset classes, such as FX, interest rate, commodity, equity, and credit. 

  • Perform portfolio analysis automation, profit and loss calculation and risk model development.

  • Design and develop databases for data warehousing, data aggregation, validation, adjustment, and analysis preparation.

  • Design and develop the quantitative research infrastructure/platform to support ongoing development and testing of research ideas and models and their deployment.

  • Conduct periodical reviews, assessments and enhancement of existing models. 

  • Prepare research reports and presentations for the company’s management on various topics related to quantitative analysis or models.

  • Participate in new product implementation.

Required qualifications:

 

  • Bachelor’s or a higher degree in Computer Science or Mathematics or an equivalent foreign degree. 

  • Three years of experience in performing quantitative financial analysis and developing quantitative models, performing macroeconomic research, and preparing reports regarding macroeconomic trends and overviews of systematic trading strategies, where the following were gained: 

    • Knowledge of macroeconomics.

    • Experience with econometrics, data mining and statistical techniques.

    • Experience formulating and testing research hypotheses.

    • Experience with explaining and defending the methodology used in the development of quantitative models and tools.

    • Experience with machine learning techniques.

    • Knowledge of C#, Python.

    • Knowledge of SQL.

    • Experience working with Bloomberg and\or other information systems.

    • Experience working with FIX and\or other APIs. 

To apply, please email resume to hr@gridmarketresearch.com.