2 часа назад
Senior Investment Analyst
116 979 - 125 271$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior Investment Analyst (Financial Markets/Econometrics): Developing expected return, fundamental equity index, asset allocation, and cross-asset risk models with an accent on financial theory, advanced econometrics, and public-market research. Focus on estimating latent variables, modeling economic shocks and competitive dynamics, conducting back tests, and decomposing portfolio and asset-class risk.
Location: Chicago, United States; hybrid work with four days in the office each week in most locations. Unrestricted U.S. work authorization is required.
Base salary: $116,979–$125,271 per year.
Company
provides investment research, data, and investment management services.
What you will do
- Develop expected return models using financial theory, long-run cash flow models, present value relationships, and asset pricing frameworks.
- Research equity expected returns, risk premiums, fundamental equity indices, and aggregate investment data using data.
- Build advanced econometric models covering unit roots, structural breaks, regime switching, trend and cycle decomposition, and latent variables.
- Conduct time-series, cross-sectional, and panel back tests across public and non-observable-return asset classes.
- Model macroeconomic shocks, fixed income and term structures, foreign exchange, purchasing power parity, and cross-asset interactions.
- Create portfolio variance, asset-class, and security-level risk estimates and decompositions.
Requirements
- Bachelor’s degree in Business Analytics, Finance, Economics, Mathematics, or a related analytical field, or equivalent education, training, and experience.
- At least three years of relevant investment experience.
- Chartered Financial Analyst (CFA) credential.
- Expertise in financial theory, expected returns, asset allocation, asset pricing, econometrics, and empirical investment applications.
- Experience with Python, R, Matlab, Direct, the Direct API in Python, Pitchbook, and relevant Office 365 tools.
- Experience with state-space models, Bayesian Markov Chain Monte Carlo methods, fundamental ratios and indices, eigenvalue-based risk decomposition, and modeling competitive advantages.
Culture & Benefits
- Hybrid work environment with regular in-person collaboration and tools for working with global colleagues.
- 100% 401(k) match up to 6% of salary and potential stock ownership.
- Medical, dental, and vision coverage with potential premium discounts and HSA contributions.
- Trust-based time off, a six-week paid sabbatical, family caregiving leave, and paid parental leave.
- Education and well-being support through a $1,000 annual flex stipend, tuition reimbursement, coaching, and mentorship.
- Life, disability, adoption assistance, charitable matching, volunteering programs, and employee resource groups.
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