Vice President, Quant Researcher - Platform

nd team development. Participate in research sessions and knowledge-sharing initiatives to facilitate continuous learning and skills development within the quantitative research team.

This is an in-office role.

Salary: $180,000 - $210,000/year.

Requirements: Ph.D. in Finance, Economics or a related field and one (1) year of experience quantitative research/development in the finance industry. Experience must include one (1) year each of the following: data cleaning and analytics of financial datasets in R/Julia; financial panel data analysis; development of continuous-time financial models; predictive models of financial time series; backtesting and model validation; behavioral analysis and modeling of preferences; convex optimization techniques; supervised machine learning methods, including dimensionality reduction and regularization techniques; and automated end-to-end model pipeline implementation. Experience may be gained concurrently.

Must have knowledge of the following: utility-based portfolio construction; construction of factor mimicking portfolios; application of Generalized Method of Moments (GMM) to asset pricing models; Maximum Likelihood Estimation (MLE); hierarchical Bayesian statistical modeling; asymptotic analysis; parametric and non-parametric bootstrapping; discrete choice modeling; and causal inference and natural experimentation techniques. Knowledge may be gained through graduate coursework or research.