2 дня назад
Associate Director, Research Analyst (Machine Learning)
129 150 - 150 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Associate Director, Research Analyst (Machine Learning): Leading and supervising programming and research for tax loss harvesting across fixed-income, equity, and mixed funds with an accent on optimization engines, machine learning pipelines, and quantitative investment analysis. Focus on engineering optimization solvers, improving tax optimization feasibility, simulating tax alpha, and developing scalable data-management tools.
Location: 100% remote from anywhere in the United States; report to the Stamford headquarters
Salary: USD $129,150–$150,000 annually, plus a discretionary bonus
Company
is an asset and wealth management firm, with O’Shaughnessy Asset Management operating as its specialist investment management and quantitative research division.
What you will do
- Lead, supervise, and release programming and research for fund tax loss harvesting across fixed-income, equity, and mixed funds.
- Build optimization engines, machine learning pipelines, and scalable data-management and analysis tools for quantitative investment processes.
- Use Python and statistical modeling to test and optimize client accounts, including regression and comparative analysis.
- Engineer and compare optimization solvers and recommend alternative business-provider solutions.
- Resolve conflicts between trading thresholds and restrictions, improving tax-optimization feasibility.
- Simulate tax alpha and compare tax loss harvesting capabilities across portfolio compositions, rebalancing frequencies, lot-relief methodologies, and turnover levels.
Requirements
- Master’s degree in Finance, Mathematics, or a related field, or equivalent experience.
- At least three years of experience building optimization engines and machine learning pipelines for data-intensive quantitative investment processes.
- Experience with Python, statistical modeling, regression analysis, and comparative testing.
- Experience with GPT, BERT, boosted trees, and relative valuation PCA dimensionality reduction.
- Experience improving investment risk/return user interfaces and leading fund tax loss harvesting initiatives.
- Must be able to work remotely from within the United States.
Culture & Benefits
- Competitive base compensation, annual discretionary bonus, and recognition rewards.
- Healthcare, dental, vision, insurance, disability, and wellbeing benefits.
- 401(k) plan with an 85% company match up to applicable IRS limits.
- Paid time off, holidays, sick leave, parental and caregiving leave, bereavement leave, and volunteering leave.
- Employee stock investment and company-fund purchase programs.
- Learning resources, education assistance, and career development programs.
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