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BGI is seeking a Research Associate for its San Francisco-based Implementation Research Team.
Responsibilities
Increase implementation efficiency of SF-based active equity strategies by working closely with signal researchers, portfolio managers, traders and trading research teams
Show thought leadership in implementation research by actively leading debates on current practice and, where appropriate, driving the team to adopt more efficient approaches
Examples of specific projects:
Work closely with signal researchers on understanding dynamic properties of signals and guiding signal construction to extract maximum value from their insights
Collaborate with portfolio managers to set portfolio parameters (e.g., bounds, turnover, etc.) optimally
Interact closely with trading and trading research teams to calibrate transaction cost models and jointly explore ways to improve implementation efficiency
Requirements
Excellent analytical skills with a Ph.D. in Finance, Economics or another quantitative discipline
Solid understanding of all aspects of quantitative portfolio management (signal construction, portfolio optimization, trading, etc.)
Demonstrated experience as a researcher in a quantitative equity hedge fund or fund manager is a strong positive
Good knowledge of equity and related markets and products offered in this space
High level of proficiency with SAS, S+ or related statistical tools
Effective interpersonal skills to help foster a culture of teamwork and ability to influence without authority
strong oral and written communication skills
To apply, please upload a Word or PDF resume to the following URL:
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