The Research group is integral both in the successful day-to-day functioning of the firm and in helping develop their long-term strategy. The team produces high-quality, thought-leadership research on investments and financial markets that is of interest to and helps educate clients.
Research is also involved in the design and development of the firm’ s investment approach and the application of that approach through portfolio management and trading.
Our Client is seeking a PHD-level Researcher for our Austin and Santa Monica offices to help deliver these key services. Researchers are expected to produce high-quality, academically grounded research to support and enhance investment strategies and for client education. Research findings are shared through white papers and presentations in seminars and conferences.
Duties and responsibilities include, but are not limited to:
- Conduct rigorous empirical research related to portfolio structure and implementation, run historical simulations, perform regression, attribution and characteristics analysis, conduct econometric tests to evaluate the impact of different portfolio construction and implementation approaches on expected performance, costs and diversification of our investment strategies.
- Work closely with our investment and sales team to develop investment solutions that meet our clients’ needs, goals and preferences in a reliable, cost effective, and transparent way.
- Share our research findings through white papers and presentations at seminars and conferences.
- Discuss investment philosophy, process, and strategies with clients and prospects.
- Review the latest advances in the academic work on asset pricing to support and enhance investment strategies and for client education.
Candidates must have, or be near completion of a Ph.D. in a discipline such as finance, economics, mathematics, or statistics. Ideal candidates will have extensive experience doing empirical research with large datasets, a strong background in econometrics and statistics, strong programming skills in one or more languages such as R, SQL, SAS, Matlab, C++, or Fortran. The position requires an excellent ability to communicate financial and economic concepts, in both verbal and written form, and the ability to independently complete research projects, from idea generation to paper publication or strategy implementation. Strong candidates will also have exceptional attention to detail as well as imagination and creativity.