Design and develop statistical models of financial data to devise trading strategies. Research and interpret academic literature on related finance and accounting subjects. Generate ideas for quantitative equity strategies related to stock market effects, financial statements, corporate events, market microstructure, and other subtle marketplace changes. Develop, validate, and implement these strategies by applying econometrics, statistics and stochastic modeling techniques to the financial data.
Requirements: Ph.D. or equivalent in Finance, Economics or related field is minimum required. The candidate must have completed all requirements for the Ph.D. degree at time of hire. In addition, 12 months of experience as an Analyst, Associate or related within the field of finance is required. Position also requires programming skills in C/C++, Perl, Matlab, SAS/STATA and VBA, requires knowledge of financial and econometric models such as GMM, APT, and Conditional CAPM. Equivalent to Ph.D. plus 1 year experience is considered Master of Science degree and 5 years of prior work experience directly related to the position.
A
trade automation, connectivity and compliance solution, the SunGard
Transaction Network (STN) links institutions throughout the financial
services community to facilitate end-to-end transaction processing.
With
more than 4,500 client firms in 60 countries managing more than $12
trillion, Advent has established itself as a leading provider of
mission-critical applications for investment management operations of
all sizes and strategies.
QUMAS
is a global compliance software company offering a complete Enterprise
Governance, Risk and Compliance solution with over 250 customer
deployments.
Belzberg
Technologies has been at the forefront of the electronic trading
evolution from the very beginning, and continues to provide world-class
service, execution and technology to the securities industry.