Job: Quantitative Research Analyst

Quantitative Research Analyst

Firm Background

We are an established, dynamic, private investment management firm located in midtown Manhattan and San Francisco. Focused on highly satisfied client relationships, we invest globally for a nationwide client base of high net worth individuals and institutions.

We are currently seeking a person with excellent quantitative research and communication skills. As a Quantitative Research Analyst, you will work with the Senior Investment Analysts in the Research group in the areas of stock selection, portfolio construction, asset allocation and other topics. This position reports to Senior Equity Quantitative Analyst and Fund Portfolio Manager.

Successful candidates will have a minimum 5 years of investment and quantitative experience in financial research. You’re a strong team player with the ability to also work independently on assigned research tasks. You should be able to handle multiple tasks simultaneously, exhibit an inquisitive nature, and be resourceful, eager, and able to learn quickly. Strong communication abilities and meticulous attention to detail are the soft skills you will bring to this position.

Job Duties

The job will focus on performing daily trading and portfolio management tasks for the firm’s Mutual funds as member within the Quantitative Research Team. You will also have the opportunity to:

• Help build stock selection models that identify attractive and unattractive stocks using systematic multivariate frameworks.

• Develop sector and style specific quantitative models.

• Conduct ad-hoc quantitative research and design and perform backtests.

• Design and implement databases or evaluate data/vendor products for suitability in the quantitative research process.

• Implement trading and portfolio management tasks.

• Respond to client inquiries and requests.

• Provide analytical support to quantitative research team.

Requirements

• BS/MS in quantitative discipline from a top-rated university.

• 3-5 years experience in quantitative equity analysis.

• Solid mathematical background.

• Experience performing statistical analysis.

• Extensive programming/computational background. Knowledge of one of the following is required, but all are preferred: Excel/VBA, C++, SQL, SAS.

• Excellent understanding of securities analysis (balance sheet and income statement analysis), valuation methods, quantitative and qualitative techniques.

• Highly energetic and self-motivated.

• Methodical, diligent, and systematic in approach to problem solving and model building.

• Strong interpersonal skills necessary to communicate and interact within a team oriented environment.

Preferences

• Experience with stock selection models.

• Experience with market data and/or systems (Barra and/or optimizer tools, I/B/E/S, FactSet, Baseline).

• Experience with portfolio risk, construction and optimization.

• C.F.A. Charterholder or candidate.

For confidential consideration please send your resume and a cover letter to jobs@rochdale.com Subject: Quantitative Research Associate or fax: 212-702-3545, and let us know why you are the person we seek.

No agencies please!

Hedge Fund Analyst

Firm Background

We are an established, dynamic, private High Net Worth investment management firm located in New York. Focused on highly satisfied client relationships, we develop intelligently personalized portfolios for a nationwide client base of high net worth individuals and institutions.

We are currently seeking a professional with experience in a Hedge Fund of Fund group that has experience developing the process and procedures for evaluating various Hedge funds for the creation of a Hedge Fund of Funds. We will be creating a publicly registered FOF and require a person with 3 to 5 years of Hedge Fund manager review experience. As our Hedge Fund Analyst, you will work with our Senior Investment Analysts, Research and Compliance Teams sourcing new ideas for addition to our Hedge Fund of Funds. You will be expected to perform all areas of due diligence relative to the selection of various Hedge funds. This position reports to the Director of Research.

Successful candidates will have a minimum 3 to 5 years of experience sourcing alternative investment ideas. You must be a strong team player with the ability to also work independently on assigned research tasks. You should be able to handle multiple tasks simultaneously and be resourceful, eager, and able to complete projects on a timely basis.

Job Duties

This position will focus on performing quantitative and qualitative due diligence on potential additions to our hedge fund. You will also perform the following functions:

• Meet with portfolio managers, analysts, operations staff, and administrative staff to assess the fund's qualifications

• Identify good new performing HF managers.

• Participate in the design and enhancement of our HF manager database.

• Conduct additional due diligence on service providers, such as prime brokers, administrators, auditors, review fund legal documentation.

• Collect and analyze performance information on internal and external money
  managers.

• Conduct ad-hoc quantitative research and design and perform back tests.

• Create appropriate manager universe comparisons.

• Be involved in all aspects of internal hedge fund education, client-facing activities, portfolio advisory and recommendations.

Requirements

• Graduate degree in finance and/or MS in related discipline from a top-rated university.

• CFA Charterholder

• Broad knowledge of multi-asset class, asset management process, Excellent knowledge of alternative investment products and/or derivative strategies.

• Solid mathematical background with experience performing statistical analysis, knowledge of econometrics.

• Strong computer skills, ability to oversee research related to analytics and indexes that includes data collection, management and reporting.

• Experience with commercial investment risk software, e.g. Barra, Wilshire, Northfield.

• Excellent understanding of securities analysis (balance sheet and income statement analysis), valuation methods, quantitative and qualitative techniques

• Highly energetic and self-motivated.

• Strong interpersonal skills necessary to communicate and interact within team oriented environment.

For confidential consideration please send your resume and a cover letter to jobs@rochdale.com Subject: Hedge Fund Analyst or fax: 212-702-3545, and let us know more about you.

No agencies please!

Senior Vice President – Director of Quantitative Research

Firm Background

We are an established, dynamic, private High Net Worth investment management firm located in New York. Focused on highly satisfied client relationships, we develop intelligently personalized portfolios for a nationwide client base of high net worth individuals and institutions.

We are currently seeking a Senior Vice President-Director of Quantitative Research with excellent quantitative research and portfolio management experience. You will manage our Quantitative Research team to develop multi factor stock and industry selection models. You will be responsible for portfolio construction and asset allocation for Large and Mid Cap portfolios. This position reports to Director of Research.

Successful candidates will have a minimum 5 years of Quantitative Research and portfolio development experience in the US Large and Mid Cap asset classes. You must be able to lead a strong team with the ability to work independently. This position requires a professional who can handle multiple tasks across several asset classes. Strong communication abilities and meticulous attention to detail are the complementary skills you will bring to this position.

Job Duties

This position will focus on portfolio management for the firm’s US Large and Mid Cap mutual funds. You will also:

• Manage a team of highly skilled professionals who utilize risk models, analytics and benchmarks for asset class investing.

• Have overall responsibility enhancing and maintaining the multi-factor models to outperform the benchmarks.

• Ensure that the core research process is systematic, efficient and responsive to the demands of the clients (internal and external) and stock markets.

• Build stock selection models that identify attractive and unattractive stocks using systematic multivariate frameworks.

• Develop sector and style specific quantitative models.

• Oversee trading implementation and portfolio management tasks.

• Respond to client inquiries and communicate research results to our Portfolio Managers.

Requirements

• Graduate degree in finance and/or MS in quantitative discipline from a top-rated university.

• CFA Charterholder.

• Experience leading a research team (must be quantitative research) >5 years+ experience in managing quantitative equity analysis team.

• Broad knowledge of multi-asset class, asset management process.

• Solid mathematical background with experience performing statistical analysis, knowledge of econometrics.

• Strong computer skills, ability to oversee research related to analytics and indexes that includes data collection, management and reporting.

• Experience with commercial investment risk software, e.g. Barra, Wilshire, Northfield.

• Knowledge of one of the following is required, but all are preferred: Excel/VBA, C++, SQL, SAS.

• Excellent understanding of securities analysis (balance sheet and income statement analysis), valuation methods, quantitative and qualitative techniques

• Highly energetic and self-motivated.

• Methodical, diligent, and systematic in approach to problem solving and model building with a proven bias for implementation.

For confidential consideration please send your resume and a cover letter to jobs@rochdale.com Subject: SVP-Director of Quantitative Research or fax: 212-702-3545, and let us know more about you.

No agencies please!

Associate Quantitative Analyst

An opportunity currently exists within the Global Equity Division in our New York office for an Associate Quantitative Analyst.  This is an exciting opportunity for a junior quantitative analyst to work with a top-rated international quantitative equity fund. The analyst will provide quantitative support to Portfolio Managers and Senior Quantitative Analysts in assembling and reviewing data, conducting statistical analysis, and developing quantitative tools. 

POSITION SPECIFICATIONS:

• Bachelor degree in engineering, mathematics, statistics or related quantitative field, progress toward CFA preferred

• Solid grounding in mathematics and statistics required, course work in Finance/Economics preferred

• Programming proficiency and advance knowledge of Microsoft Excel required, programming in Excel VBA preferred

• 1 to 2 years quantitative experience at a financial services firm preferred

• Experience using Financial databases such as Factset or Bloomberg preferred

• Familiarity with quantitative portfolio management concepts and exposure to international security markets preferred

MAJOR DUTIES:

• Assist Portfolio Managers and Senior Quantitative Analysts of a top-rated international quantitative equity fund in assembling and reviewing data, conducting statistical analysis, and developing quantitative tools

• Assist in the maintenance of appropriate databases

• Maintain and run reports related to fund performance

• Download and quantitatively analyze financial data

• Assist with the development and back-testing of quantitative analysis models

• Complete ad hoc quantitative projects as required

EXPLANATORY COMMENTS:

• Excellent interpersonal, written and oral communication skills and meticulous attention to detail

• Ability to handle multiple tasks simultaneously, exhibit an inquisitive nature, and demonstrate good decision making capabilities

• Ability to work as a contributing member of a team

• Overtime as required

• U.S. Citizens/Permanent Residents only

We offer a competitive salary and benefits package along with a professional environment.

Please submit your resume via e-mail in a Microsoft Word attachment with a cover letter to jbsnewyork@yahoo.com. We will be unable to respond to all submissions.