Position ID: 2372-QUANTANALYST [#15002, JR1908781]
Position Title: Senior Quantitative Analyst - Public Equity Strategies
Position Type: Other
Position Location: New York, New York 10005, United States [map]
Subject Area: Quantitative analyst
Starting Date: 2019/10/25
Application Deadline: none (posted 2019/10/25)
Position Description:    

Job ID: JR1908781 Senior Quantitative Analyst - Public Equity Strategies

Please apply directly to the AIG website:

Your Future Team:

AIG is looking to fill a role in its Public Equity Strategies Group, reporting to the Head of Public Equity Strategies. The Public Equity Strategies Group oversees a portfolio of external hedge funds and develops proprietary absolute return strategies.

In addition, the group is developing capabilities for quantitative, factor-based evaluation of external managers and optimal capital allocation across external hedge funds, internal strategies, and long-only equities strategies.

Your Contribution at AIG

Work with fellow quantitative researchers and developers to design and implement factor risk and attribution models; Work on trading models spanning equities (indices, ETFs and futures), rates, commodities and currencies; Contribute to the development of the infrastructure required to enhance the research and production environment used for model implementation; The Senior Analyst will be able to call upon the Public Equities group (3 analysts, 2 software engineers and 3 quants) and the deep resources of AIG’s Investment Division (IT, the Science team, etc.) in the course of their work. Over the horizon of 3 years, the Public Equity Strategies Group is expected to create a highly diversified, high performance portfolio with capacity in the billions of USDs. The Senior Analyst will be instrumental to the achievement of that goal.

What we are looking for

Master’s degree or PhD in Mathematics, Statistics, Finance or similar required. Ideal candidates will have over five years of quantitative experience; ten years of quant + software engineering experience combined. Proven record in creative problem solving, a solid foundation in mathematics and statistics, solid programming skills, as well as outstanding communications skills. Candidate selection will place emphasis on statistical inference / time series econometrics knowledge and practical experience with data and problems of estimation. Initiative, self-motivation, and creativity are key to the role, as is the willingness to collaborate with other groups in AIG in technology and quantitative analysis fields.

Specific skills and experience sought include: Familiarity with “factor” investment styles (e.g., trend, carry, mean-reversion, etc.) and their implementation: data sources, signal derivation, sort renormalization, trade-entry and trade-exit logic, etc. Familiarity with optimal portfolio construction methods and their coding. Ability to cooperate with other IT professionals across AIG, outside the Public Equities business unit, to achieve development and operational efficiencies highly valued. Advanced graduate degree in a quantitative field. Evidence of practical work and knowledge of stochastic processes, time series econometrics, modern portfolio theory and optimization, and factor analysis. Expertise in Python and SQL. Proficiency with Java, C#, R, Matlab, Spark, Tensorflow, etc. a plus. Willingness to guide the group’s o framework DevOps and Integration work and work within standard development protocols (e.g., dev/QA/prod environment, source control protocols (GIT), code review, etc.). Current awareness of related academic literature; academic publications a plus.

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