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DATE ADDED: Sat 07/03/2020

Enterprise Product - Equity Index Quantitative Research

London, UK
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COMPANY: BLOOMBERG

JOB TYPE: Permanent, FullTime

SALARY: Competitive

Bloomberg's Portfolio and Index Research group is responsible for the development of quantitative models for the analysis of portfolio risk & performance. We also develop the research of investment strategies across asset classes that bring together systematic premia or investor preferences. Within this group, the Index and ESG Research team supports the Index business in the construction of indices using advanced quantitative techniques, as well as ESG product development.

We are seeking a quantitative researcher to join an active research team responsible for index design among various asset classes and investing strategies. The successful candidate should be someone that is passionate around the development and support of a suite of equity factor indices. The role reports to the head of our Index and ESG Research team.

Responsibilities:
  • Develop and validate models for investment signal extraction and aggregation into targeted strategies
  • Collaborate with Data, Product and Engineering teams
  • Propose and substantiate new research ideas that can be delivered to our clients
  • Communicate clearly through face-to-face meetings, presentations and written publications
  • Deliver complex projects with multiple stakeholders
  • Perform literature reviews and keep apprised of index research

Qualifications:
We would like you to be able to demonstrate expertise in quantitative analysis techniques, including knowledge and experience with a range of data sources and statistical analysis. Additionally, the candidate should have experience with corporate valuation theory and fundamental data analysis including interpretation, normalization, and signal extraction.

Key qualifications include:
  • PhD or Masters degree in Mathematics, Economics, Statistics, Quantitative Finance or a similarly quantitative field
  • Experience implementing statistical models that apply cross-sectional and time-series econometrics, dimensionality reduction, and optimization techniques
  • Expertise in one or more statistical programming languages - Python is preferred
  • Familiarity with software development tools such as GitHub
  • 4+ years of experience working on a team working with equity factor models
  • Outstanding written and oral communication skills

If that sounds like you:
Apply if you think we're a good match. We'll get in touch to let you know what the next steps are, but in the meantime feel free to have a look at this:

https://#removed#/company/

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status

Opening date: 6th March 2020
Closing date: 3rd April 2020
Compensation: Competitive salary plus benefits
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