Location: New York City
Company: A financial company
Listed by QiShiCPC
Job description: Our company is one of the best-known boutique brokers/dealers on Wall Street, with over 200 employees globally. Today’s company has more than 20 top-ranked analysts covering almost all sectors and a dominant macro franchise (quantitative research, ESG, portfolio strategy, accounting & tax policy, and economics). In addition to research, we also offer sales, trading, and investment banking services to institutional clients. The QES (Quantitative Research, ESG, and Portfolio Strategy) team has been consistently ranked #1 by the Institutional Investor’s II-All America, II-All Europe, and II-All Asia surveys. The team writes cutting-edge academic quality research, utilizing unique Big Data sources, statistical and machine learning techniques, in global stock selection and global macro areas. The team actively services most of the world’s largest asset managers and asset owners around the globe. The Macro Research Associate will work closely with other senior members of the QES team to collaboratively perform cutting-edge research in the macroeconomic forecast, asset allocation, and other top-down/bottom-up research. The person is expected to publish at least 4-5 original pieces of research on relevant topics each year. The person will also be actively working with the firm’s institutional clients. The person should be able to work independently and prepare research material (e.g., research notes, presentations, data feed) as needed. He/she will have significant exposure to global macro, economic forecast, policy (monetary/fiscal/international trade) analysis, asset allocation, risk, and portfolio construction research. *Please submit your CV, list of publications (including working papers).
Requirement: 1. A PhD degree in macroeconomics/econometrics is preferred, but a Master’s degree in Economics, Financial Engineering, Finance, Computer Science, and/or Engineering with significant experience in conducting in-depth academic quality research is also acceptable; 2. Strong knowledge and interest in conducting macroeconomic, econometrics, time series, and asset allocation research; 3. Strong knowledge of statistics, data science, financial markets, asset pricing, and behavioral finance; 4. Knowledge and experience in R, Python, Java, or other major programming languages and/or major statistical/econometric packages (e.g., EViews, Stata); 5. Good written and verbal communication skills; 6. Enjoy working in a fast paced team environment.
Announce date: Aug. 23, 2021
Application deadline: Sept. 23, 2021
Expire date: Oct. 23, 2021
Open to public (Anyone can apply)
This position is free to apply
Maximum applicants: 100
4 people already applied
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