Quantitative Equities - Programmer/Quantitative Researcher (LAM)
- Boston, MA
Lazard Asset Management is an industry leader with over $171.9 billion assets under management. With an international presence that dates back to our early history, we have deep roots in multiple countries. Our firm provides investment management services to institutions, financial intermediaries, sovereign wealth funds, and private clients around the world.
Small team of quantitative equity portfolio managers/researchers is looking for a programmer/quantitative researcher with strong programming and research skills. The candidate should be able to deliver complex projects and perform research both independently and as part of a team. Ideally, they would have a strong programming background and interest in Equity Markets. Experience with machine learning is a plus.
- Develop and maintain code used for developing and implementing quantitative models in R and Python
- In depth research of ideas/ and hypothesis originating within the team or in academia
- Build quantitative factor models based on both traditional financial data and non-traditional data source using the methods such as time series analysis, regression, network analysis, machine learning and Natural Language Processing
- Validate the quantitative models performance using accounting data
Essential Skills, Qualifications:
- Excellent programming skills (R/Python/Matlab but other language considered)
- Extensive programming experience
- Experience with Machine Learning and unstructured data
- Strong interest in Equity markets, knowledge of academic work in the quantitative equity models preferred
- Experience with of portfolio construction methods and optimizers
- Ability to understand and communicate complex ideas
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