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Axioma, Inc.
,
London, Greater London
Research, Manager (London)
Overview
Job Description
Overview Does working for a company that embodies innovation, transparency and creativity excite you? Then, we have the place for you. Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return. Qontigo combines the most sophisticated risk analytics and portfolio-construction tools in the market with globally recognized leadership in creating market-defining indices. We Innovate. We Create. We Collaborate Qontigo is currently seeking a quantitative researcher to fill a Manager position within the Analytics Research Group. The position will work closely with senior research leads to design and develop factor risk models across a range of financial asset classes. Qontigo is a leading provider of enterprise risk management, portfolio construction, and risk and regulatory reporting solutions that offer essential insights into the constantly evolving state of risk. Financial institutions worldwide rely on Qontigo's sophisticated suite of tools and flexible open platform technology to unify the view of risk across front, middle and back office functions, helping to drive efficiency and bring transparency to performance. Qontigo has received numerous accolades for its innovative products, technology and teams, including Risk.net's Buy-Side Market Risk Management Product of the Year 2019. Qontigo ranks 18th in the Chartis RiskTech100 2020, a list of the world's top 100 risk and compliance technology companies. Responsibilities Research and build multi-factor risk models under the supervision of a senior researcher Identify factors that best capture systematic return covariation Maintain existing models and develop new models primarily for the global equity markets, but also for fixed income, illiquid alternatives, hedge funds, and other asset classes Identify and incorporate economically relevant effects, including macro-economic, ESG and thematic factors into risk models Develop and evaluate methods for estimating joint factor covariance matrices of various models Employ various statistical tools including time-series analysis, linear regression, hypothesis testing, data clustering and classification Collaborate closely with product development teams to integrate risk models with risk analysis, performance attribution and Qontigo products Work with client specialist and content teams to trouble shoot data or system issues Manage the research, specification, design and execution of model development projects in coordination with data, engineering, product and client teams across the firm Qualifications Advanced degree in financial engineering or other quantitative field; Ph.D. in financial econometrics/statistics/ mathematics/physics a plus. At least 3 years of experience as a quantitative researcher building, calibrating, validiating and documenting risk factor models in the financial services industry with demonstrated expertise in statistical methods and model development and implementation. Experience with an object-oriented language such as Python or Java. Proficiency in at least one statistical package such as S-PLUS, R, SPSS, or SAS. Experience with SQL and relational databases. Understanding of common statistical techniques, in particular timeseries analysis and common machine learning techniques plus the ability to quickly adopt existing approaches from the literature. Strong communications and documentation skills and ability to pro-actively engage across teams. Qontigo is an equal opportunity employer that offers challenging work in a supportive environment. Direct hires only - no agencies or recruiters.