Investment VP, Quantitative Research Analyst
Company Name:
Prudential
Title: Investment VP, Quantitative Research Analyst
Location: New Jersey-Newark
Other Locations:
QMA is a leader in scientifically-based, process-driven active investing. The firm's research process begins with economically sounds hypotheses, which is then tested with empirical data. All validated insights are included into a process that broadly and systematically applies those insights.
We seek an equity researcher with the talent to continue the firm's strong performance. The successful candidate is passionately interested in investing: from researching ideas and testing them on historical data, to seeing which specific stocks the portfolio buys and sells as a result of those ideas.
The Quantitative Research Analyst will have broad responsibility for Alpha Generation, Portfolio Construction and Performance Attribution.
Research and support the current alpha forecasting models, possibly including Earnings Sustainability, Relative Value, Analysts' Revision, and Sentiment.
Work closely with the Portfolio Managers to improve the models, continuing to add PM insights into the process.
Lead independent research projects by generating creative ideas and rigorous quantitative analysis that includes testing the efficacy of factors, writing production codes, and developing macroeconomic forecasting models.
Manipulate large sets of data and conduct macroeconomic analysis; knowledge of parametric and nonparametric techniques is required.
Analyze financial markets, industry-specific, and macroeconomic data to forecast business, industry and economic conditions and trends in order to make investment decisions.
Work on enhancements to the portfolio optimization process, and provide support for portfolio construction, performance attribution, and portfolio management activities, including ad -hoc research requests from Portfolio Managers.
Monitor any relevant academic and financial equity research.
Work with execution team on trading strategies and analysis.
5 years of research experience in the quantitative investment field.
MBA, most preferably in Finance, Applied Economics, Math or related quantitative discipline; CFA designation desirable.
Experience working with large sets of data and conducting econometric analysis.
In-depth knowledge of quantitative alpha research and modeling, portfolio construction and risk management.
Critical knowledge of the relevant theoretical and empirical research, forecasting methodologies and portfolio construction techniques.
Ability to integrate advanced academic research with applied industry practices in delivering superior risk adjusted investment performances.
Experience working with portfolio managers to improve the models, adding portfolio manager insights into the process.
Passion for research and creativity.
Strong programming and database skills including Bloomberg and statistical packages like SAS with SQL, R, etc.
Knowledge of financial and macroeconomic databases like Compustat, Worldscope, IBES, etc.
Excellent interpersonal skills, a strong teamwork orientation and a commitment to intellectual integrity that will allow the person to successfully forge relationships with the company.Investment ManagementEstimated Salary: $20 to $28 per hour based on qualifications.
Prudential
Title: Investment VP, Quantitative Research Analyst
Location: New Jersey-Newark
Other Locations:
QMA is a leader in scientifically-based, process-driven active investing. The firm's research process begins with economically sounds hypotheses, which is then tested with empirical data. All validated insights are included into a process that broadly and systematically applies those insights.
We seek an equity researcher with the talent to continue the firm's strong performance. The successful candidate is passionately interested in investing: from researching ideas and testing them on historical data, to seeing which specific stocks the portfolio buys and sells as a result of those ideas.
The Quantitative Research Analyst will have broad responsibility for Alpha Generation, Portfolio Construction and Performance Attribution.
Research and support the current alpha forecasting models, possibly including Earnings Sustainability, Relative Value, Analysts' Revision, and Sentiment.
Work closely with the Portfolio Managers to improve the models, continuing to add PM insights into the process.
Lead independent research projects by generating creative ideas and rigorous quantitative analysis that includes testing the efficacy of factors, writing production codes, and developing macroeconomic forecasting models.
Manipulate large sets of data and conduct macroeconomic analysis; knowledge of parametric and nonparametric techniques is required.
Analyze financial markets, industry-specific, and macroeconomic data to forecast business, industry and economic conditions and trends in order to make investment decisions.
Work on enhancements to the portfolio optimization process, and provide support for portfolio construction, performance attribution, and portfolio management activities, including ad -hoc research requests from Portfolio Managers.
Monitor any relevant academic and financial equity research.
Work with execution team on trading strategies and analysis.
5 years of research experience in the quantitative investment field.
MBA, most preferably in Finance, Applied Economics, Math or related quantitative discipline; CFA designation desirable.
Experience working with large sets of data and conducting econometric analysis.
In-depth knowledge of quantitative alpha research and modeling, portfolio construction and risk management.
Critical knowledge of the relevant theoretical and empirical research, forecasting methodologies and portfolio construction techniques.
Ability to integrate advanced academic research with applied industry practices in delivering superior risk adjusted investment performances.
Experience working with portfolio managers to improve the models, adding portfolio manager insights into the process.
Passion for research and creativity.
Strong programming and database skills including Bloomberg and statistical packages like SAS with SQL, R, etc.
Knowledge of financial and macroeconomic databases like Compustat, Worldscope, IBES, etc.
Excellent interpersonal skills, a strong teamwork orientation and a commitment to intellectual integrity that will allow the person to successfully forge relationships with the company.Investment ManagementEstimated Salary: $20 to $28 per hour based on qualifications.
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