Job Postings from the American Finance Association
Folks: Lillyn found these positions when she attended the ASSA conference last week in Boston. The ASSA includes the American Finance Association, publisher of the Financial Analyst Journal. The jobs are all posted on the Financial Recruiting section of the American Finance Association web site.
(Note: There are a host of positions posted on the AFA web site, but I filtered the following list on quant positions which were not teaching positions.)
| Barclays Global Investors (BGI) | |
| Assistant Portfolio Manager | |
| Department | Global Advanced Active |
| Location | Boston, San Francisco |
| Job Description | Barclays Global Investors (“BGI”) is one of the world’s leading money managers. BGI is looking for an individual to work with a team to develop, and implement a quantitative equity long/short strategy. Responsibilities include the application of statistical, mathematical, and financial theory to research and implement a new quantitative strategy. Requirements include a PhD degree in Economics, Finance, or related quantitative discipline, with an emphasis on quantitative research. Ideal candidate would have at least 2 years of relevant research or professional experience. Desired skills include: Proven programming skills, experience with statistical packages, and optimization techniques. www.barclaysglobal.com for more information about BGI BGI is an equal opportunity employer. |
| Salary | Competitive |
| Applications/ Contact Details |
We will be interviewing candidates at the AFA meetings in Boston, January 6-8, 2006. For consideration, please email your resume/cv and a cover letter to: APM/PMHedgeQuant@iq.barclaysglobal.com Candidates who will not be attending the conference are also encouraged to apply. |
| Application Deadline | Until Filled |
| Quantitative Management Associates | |
| Senior Research Associate | |
| Location | Newark, NJ |
| Job Description | Quantitative Management Associates (QMA) is a rapidly growing leader in the application of quantitative techniques to investment problems for institutional and retail clients around the globe. We invest approximately $50 billion using analytical strategies spanning the risk spectrum with an emphasis on domestic and international equities. QMA believes strongly that people are our greatest asset. We have very low staff turnover and this represents a unique opportunity to join a highly credentialed and experienced research team. QMA is a modestly sized organization in which individual contributions are readily identified and rewarded. No industry experience is required, but successful candidates will have a PhD (or dissertation near completion) with a concentration in finance, accounting or related field, coupled with strong analytical skills. A practical understanding of optimization techniques and global market microstructure is desirable, but not required. Specific research projects will be determined by skills and experience. However, the general responsibility would involve modeling security prices with the ultimate objective of identifying attractive investment opportunities and managing risk in both domestic and international markets. We seek individuals who are intuitive, self-motivated, have good communication skills and are able to distill complex problems down to tractable solutions. Publications in refereed journals are permitted and encouraged. Academics contemplating sabbatical opportunities, or a relationship with a leading investment manager, are also strongly encouraged to contact us. |
| Start Date | 20 December 2005 |
| Salary | Competitive |
| Applications/ Contact Details |
Please send a CV and any other relevant information to webres@qmassociates.com, or via fax (973) 367-8566 |
| Application Deadline | Until Filled |
| FREEMAN ASSOCIATES INVESTMENT MANAGEMENT LLC | |
| RESEARCH ANALYST | |
| Department | RESEARCH GROUP |
| Location | RANCHO SANTA FE, CA |
| Job Description | Freeman Associates Investment Management LLC is an independently owned, Quantitative Institutional Asset Manager with 3.5 billion under management. Junior level Research position. Develop, improve and maintain production code in SAS. Work closely with senior researchers to create functional requirements and develop code to be used for optimization, portfolio implementation and trading cost models. Take on research projects utilizing econometric and statistical theory in developing quantitative stock selection models. Qualifications: • Master’s Degree in CS/Math/Statistics or Finance/Business/Economics • Very proficient in SAS programming and analysis. Programming experience in other languages such as C/C++, Perl is helpful • Experience in finance or econometric modeling helpful, but not necessary. Familiarity with financial data a plus • Interest in equity markets • Strong analytical and communication skills • Must be comfortable working in a rapid development environment www.faimllc.com |
| Start Date | 31 January 2006 |
| Salary | Competitive |
| Applications/ Contact Details |
We will be interviewing candidates at the AFA meetings in Boston, January 6-8, 2006. For consideration, please email your resume/cv and a cover letter to: Research@freeman-associates.com |
| Application Deadline | Open |
| New York Life Investment Management | |
| Quantitative Research Analyst | |
| Department | Equity Investors Group |
| Location | New York City |
| Job Description | The Equity Investors Group of New York Life Investment Management, a wholly owned subsidiary of New York Life Insurance Company, is a successful and growing quantitative investment manager for individual and institutional clients. Several of our funds are distributed under the MainStay brand name umbrella. We are looking for outstanding candidates to work with our research and portfolio management teams. We have openings to work on domestic and international long-only and long-short products. Visit www.nylim.com for information about NYLIM/EIG. Job Qualifications: An advanced degree in a related quantitative field, such as Finance, Accounting, Economics, Mathematics, or Statistics is required. Prior experience in investment management is extremely helpful. Excellent candidates have strong skills in the following areas: - quantitative analytical methods, including linear algebra and statistics/econometrics - verbal and written communication in English - computer programming, especially in Matlab -empirical finance and investments - SQL or Vision database programming We are proud to be an equal opportunity employer (M/F/D/V). |
| Salary | Competitive |
| Applications/ Contact Details |
We will interview candidates at the AFA meetings in Boston, January 6-8, 2006. Please send your CV, cover letter, and available references to: Ms. Loretta Philgence New York Life Investment Management Equity Investors Group 1180 Avenue of the Americas, 22 Fl New York, NY 10036 Loretta_Philgence@nylim.com e-mail preferred (no phone calls please) |
| Application Deadline | Until Filled |
| Numeric Investors | |
| Quanitative Research Analyst | |
| Department | Research |
| Location | Cambridge, MA |
| Job Description | Numeric Investors seeks to hire PhD-level quantitative researchers to support new and existing investment strategies and develop new stock selection models. These positions are highly entrepreneurial and offer a front-line opportunity for talented individuals to demonstrate their investment research abilities. Numeric Investors is based in Cambridge, Massachusetts and manages more than $10 billion in long-only and market-neutral strategies in the U.S., European, and Japanese equity markets. The firm utilizes a semi-autonomous product group structure to provide the maximum opportunity for talented individuals to show initiative and succeed. Numeric has always been committed to generating excess returns for clients and has been a leader in market-neutral strategies, performance fees, and constraining its assets to preserve alpha for the clients. The ideal candidates will be highly numerate and have experience working with financial data and statistical software packages, especially SAS. Competitive candidates will have sound knowledge of accounting, finance, economics and statistics. Prior industry experience, especially in equity research, is a plus. |
| Salary | Competitive |
| Applications/ Contact Details |
Please send your resume to afa@numeric.com |
| Application Deadline | 2/1/2006 |
| Barclays Global Investors | |
| Research Associate | |
| Department | Advanced Strategies and Research Group |
| Location | San Francisco |
| Job Description | Barclays Global Investors is renowned in the investment management industry for developing and implementing leading-edge quantitative investment strategies. BGI’s Advanced Strategies and Research Group, responsible for the research driving BGI’s active strategies, is seeking a researcher to work on a wide variety of quantitative projects related to equity portfolio management and signal construction. This position will act as a research resource for a variety of different projects related to asset management. Topics will be drawn from a wide scope, such as signal analysis, portfolio construction, new product launches, attribution, and so on. Day-to-day work will require statistics, model building, portfolio optimization and/or backtesting, and potentially some programming to implement the results of the research in BGI’s active equity strategies. Effective communication with BGI’s global research, portfolio management, and production teams will be a must. www.barclaysglobal.com for more information about BGI. |
| Start Date | 07 December 2006 |
| Salary | Competitive |
| Applications/ Contact Details |
We will be interviewing candidates at the AFA meetings in Boston, January 6-8, 2006. For consideration, please email your resume/cv and a cover letter to: AFA06-dp@iq.barclaysglobal.com Candidates who will not be attending the conference are also encouraged to apply. |
| Application Deadline | None |
| Investment Technology Group, Inc. (ITG) | |
| Senior Research Analyst | |
| Department | Financial Engineering |
| Location | Boston |
| Job Description | ITG is a brokerage firm providing advanced equity trading technologies to institutional managers and hedge funds. Our tools for trade execution and analysis enable clients to access liquidity, measure performance, lower trading costs, and streamline the trading process. From offices around the globe, we work to fulfill each client’s individual set of grading goals and needs. RESPONSIBILITIES: • Apply statistical, mathematical, and financial theory to conduct investment and trading related research, including data collection, statistical modeling and interpretation, and implementation. • Special focus will lie on research of limit order book data (research on liquidity and price discovery) with application to algorithmic trading. • Work closely with the Financial Engineering team to conduct formal quantitative analyses from question formulation to presentation of outcomes, typically including written summaries and/or business recommendations. • Consult with business users to ensure that analytical solutions are tailored to business needs and will support or result in effective end products; participate in a consultative role in implementing solutions. • Leverage information design concepts and principles to create compelling and effective charts, tables, presentations and other visuals that convey analytical results clearly and effectively. SKILLS AND EXPERIENCE REQUIRED: • Expert in time series analysis, market microstructure and financial econometrics. • Familiarity with statistical and optimization techniques and the principles of probability theory. • Proficiency in perl and C/C++. • A desire to develop and integrate quantitative skills within a required scope of designing and implementing. • Ability to translate research into usable, value-added tools and information. • Strong ability to effectively communicate quantitative topics and concepts. • Knowledge in Matlab and SQL desirable. EDUCATION AND QUALIFICATIONS: • Ph.D. in Statistics, Finance or Econometrics. • More than 4 years of relevant research or professional experience in financial modeling and market microstructure. • Demonstrate exceptional research ability including due diligence and organizational skills. • Must be highly self-disciplined, detail and results oriented. • Expertise in options and derivatives not required but desirable. |
| Start Date | 30 November 2005 |
| Salary | TBD |
| Applications/ Contact Details |
Please contact Tom Johnson via email at tjohnson@itginc.com and log on to www.itginc.com for more information. |
| Application Deadline | Until Filled |
| JP Morgan Asset Management | |
| Quantitative Research Analyst | |
| Department | Equities |
| Location | New York |
| Job Description | JP Morgan Fleming Asset Management is one of the largest money managers in the world. We provide expertise in an exceptionally broad range of assets classes, from traditional cash management, equity and fixed income investments to private equity, real estate and other alternative assess classes. Benefiting from a long and well established heritage, we conduct research and serve clients worldwide, including brokers and financial intermediaries, employee benefits plans, endowment and foundation funds, insurance companies and sovereign governments around the globe. Job Qualifications Candidates must demonstrate exceptional analytical skills. An advanced degree in a quantitative field, such as math, engineering, economics, or finance, is required. A high level of comfort with computer programming is strongly recommended, and prior quantitative financial research experience is a plus. An extreme attention to detail is also important, as are strong interpersonal skills and the ability to thrive in a team-oriented environment. -Strong analytical skills, high aptitude for numbers. -Ability to identify trends through numerical analysis. -Strong ability to address risk and be comfortable with risk taking. -Strong written communication skills. -Presentation skills. -Broad range of computer skills such as Excel, Word, PowerPoint, Project, Access, and others. -Project management skills. Job Description The Quantitative Research Analyst interacts with senior portfolio managers, traders, marketing and account managers. The candidate must have the initiative to assume responsibility for tasks outlined below and the skills to execute these tasks independently with attention to quality and accuracy. The environment is fast-paced and demanding. Responsibilities: 1) Quantitative Research - research new factors and portfolio management techniques to enhance overall strategy performance. 2) Trading Strategies/Transaction Cost Modeling - create and implement innovative trading strategies to help reduce transaction costs and generate alpha; improve transaction cost modeling to trade more efficiently. |
| Salary | Competitive |
| Applications/ Contact Details |
chrisquantsmallcap@gmail.com |
| Application Deadline | Open |
| Barclays Global Investors | |
| Research Associate | |
| Department | Global Active Equity Research |
| Location | San Francisco or London |
| Job Description | Barclays Global Investors (BGI) is looking for quantitative researchers to join its world class Equity Research team in San Francisco and London. Barclays Global Investors (BGI) is one of the world's largest asset managers and a leading global provider of investment management products and services. BGI's quantitative investment philosophy is founded on research generated innovation, rigorous analysis of alpha opportunities, and the management of all dimensions of portfolio performance: consistent focus on controlling risk, return and cost. BGI ‘s Global Advanced Active team develops alpha opportunities for institutional clients in Australia, Canada, Europe, Japan and the US. As a member of this team, your responsibilities would include: developing and refining the quantitative alpha, risk, and transaction cost forecasting models for stock selection, performing back testing simulations, making internal research presentations, and working closely with BGI portfolio managers, strategists, and other research groups. Visit www.barclaysglobal.com for more information about BGI. The start date is currently set as 2006, though this is negotiable |
| Salary | Competitive |
| Applications/ Contact Details |
We will be interviewing candidates at the AFA meetings in Boston, January 6-8, 2006. For consideration, please email your resume/cv and a cover letter to: djr-recruiting-at-BGI@iq.barclaysglobal.com Candidates who will not be attending the conference are also encouraged to apply as we recruit continually throughout the year. |
| Application Deadline | 3/1/2006 |
| AIG Financial Products Corp. | |
| Applied Econometrician/Quantitative Analyst/PhD Level | |
| Location | Wilton, CT |
| Job Description | Work with a team to create and estimate econometric models, including both panel data models and time series models, of commodity futures prices, exchange rates, and credit spreads. The job involves working with a small team to generate trade and product ideas and then test and document them. The output is academic quality research to support trade and product ideas and marketing efforts. Job Qualifications: We are looking for a Ph.D. graduate in a quantitative discipline, preferably econometrics/statistics, economics, finance, or operations research. The ideal candidate should have strong quantitative skills in general and, in particular, should be well-trained in econometrics. The ideal candidate should be able to do the programming necessary to access and analyze data and should be able to perform well when working independently. Experience with RATS, Matlab, or S-Plus is also needed. The candidate must have strong oral and written communication skills. The candidate must be highly motivated and able to work independently without constant direction. www.aigfp.com/home |
| Salary | Per Year |
| Applications/ Contact Details |
We will be interviewing at the upcoming American Finance Association Meetings in Boston, MA, January 6-8, 2006. See http://www.afajof.org. For consideration, please email your resume/vita, references, and sample research papers, to: careers@aigfpc.com |
| Application Deadline | 12/15/2005 |
| BlackRock Financial Management | |
| Associate | |
| Department | Financial Modeling/Risk Management/Quantitative Equity |
| Location | New York City and/or Boston |
| Job Description | BlackRock is a leading provider of global investment management and risk management products. We offer a broad range of fixed income, liquidity, equity, alternative investment and risk management products to clients worldwide. As of June 30, 2005, we manage $414 billion and provide risk analytics and/or advice on over $3 trillion in assets, making us one of the largest and most reputable asset managers in the world. BlackRock was named Asset Management Risk Manager of the Year in 2000 and Fixed Income Manager of the Year in 2002. We continue to receive nominations for awards year after year, in part due to our unrivaled reputation in quantitative analytics among asset management firms. As a result of our continued success, exciting opportunities abound for Finance and/or Economics Ph.D. graduates who wish to apply their analytical and creative skills to a career at a world-class asset management firm. Requirements: PhD in Finance, Quantitative Finance, Economics or Econometrics Documented research and/or work experience in empirical asset pricing Self-starter with ability to complete projects independently Excellent interpersonal and leadership skills Excellent verbal and written communication skills in English Desired Skills: Proven programming skills and experience in developing C++, JAVA, and/or in using econometric package, e.g. MATLAB, S-Plus, SAS, FAME Expert knowledge of portfolio theory, term-structure models, and option pricing techniques Panel data and/or time-series econometric techniques, e.g. Non-Parametric Estimation, Discrete Choice Models, Survival Analysis, State Space, VAR, ARIMA, GARCH modeling Simulation techniques, e.g. Monte Carlo Simulation, Bootstrapping Responsibilities: Financial modeling in areas such as mortgage prepayment, term structure, quantitative equity/credit relative value, and asset allocation Developing investment selection and risk management tools Identifying market signals from financial time series Risk management of investment portfolios Maintenance, support and testing of state-of-the-art analytical tools as applied to “real-life” investment problems |
| Salary | Competitive |
| Applications/ Contact Details |
For consideration, please apply via email to: phdfinance.recruiting@blackrock.com. Only qualified candidates will be contacted. |
| Application Deadline | 6/30/2006 |
| Jacobs Levy Equity Management | |
| Senior Quantitative Equity Researcher | |
| Location | Florham Park, NJ |
| Job Description | Jacobs Levy Equity Management, recognized worldwide as a preeminent quantitative investment firm, seeks individual with a PhD in econometrics, finance or related quantitative discipline for position entailing heavy empirical research into U.S. equity market inefficiencies. Candidate must be familiar with financial statement analysis, pricing and expectational data, have knowledge of financial and statistical literature, and be experienced with multiple statistical packages and techniques. Responsibilities include conducting exploratory data analysis, testing various statistical approaches, developing and enhancing models, and reviewing financial literature. Ideal candidate would be self-motivated with minimum 3 years of empirical equity research experience. Jacobs Levy manages $15 billion in U.S. equities for a select and sophisticated institutional clientele, including many of the world’s largest corporate pension plans, public retirement systems, multi-employer funds, endowments, and foundations. The firm is located in a corporate campus setting in Florham Park, New Jersey. For immediate and confidential consideration, please fax your resume to 973-410-0287 or e-mail to careers@jlem.com Please indicate the position for which you are applying. For more information on careers at Jacobs Levy Equity Management, please visit: www.jacobslevy.com/careers EOE |
| Applications/ Contact Details |
Fax: 973-510-0287 E-mail: careers@jlem.com |
| Application Deadline | When Position is Filled |
posted by HDShea @ 5:50 PM
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