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Jacobs Levy Equity Management · 5 days ago

Senior Quantitative Equity Researcher

Florham Park, NJ

Full-time

Onsite

Mid, Senior Level

3+ years exp

Jacobs Levy Equity Management is seeking a Senior Quantitative Equity Researcher for their Florham Park, NJ office, who has a strong background in technical computing and statistics. The role involves researching various aspects of the investment process, including data processing, alpha modeling, and portfolio optimization, as well as developing and improving investment models and strategies.

Financial ServicesImpact InvestingMarket Research

Responsibilities

Conducting exploratory data analysis

Empirical research into U.S. and global equity market inefficiencies

Reviewing financial literature

Developing new and improving existing investment models by identifying novel investment ideas and innovative data sources

Creating innovative investment strategies

Qualification

PhD in FinanceProgramming skillsEmpirical equity researchBayesian StatisticsMachine LearningVersion control (Git)Data VisualizationEconomic intuitionOriginal researchCollaborative work

Required

PhD in Finance, Econometrics, or related quantitative discipline

Familiarity with fundamental, expectational and market data

Solid knowledge of asset pricing literature

Strong programming skills (C++, C#, Fortran, Java, Julia, Python etc.), preferably experienced with large datasets and also familiar with parallel programming

Version control experience (such as Git)

At least 3 years of empirical equity research experience

Independent thinker with good economic intuition and demonstrated record of original research

Ability to work collaboratively across departments and to explain challenging technical concepts

Preferred

An understanding of Bayesian Statistics, Machine Learning, Non-Linear Estimation Methods, Optimization, Transaction Cost Modeling, or Data Visualization is a plus