Quantitative Analyst – Risk Modeling and Research

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • FactSet Research Systems Inc
  • 13 Sep 16

FactSet is a leading global provider of financial data, analytics and models, with offices in 35 locations worldwide, including New York, London, Frankfurt, Hong Kong, Singapore, Tokyo, and many more. The Quantitative Analyst will work in the fast expanding FactSet Risk Research, Strategy and Modeling group, participating in research and development of the state of the art mathematical models of investment risk.

We offer unique career opportunity to an innovative and passionate individual:

  • Application of your advanced knowledge and skills in mathematics, probability theory and statistics
  • Work in a collaborative and research oriented team environment
  • Opportunity to learn from industry renowned experts, to acquire detailed knowledge of financial mathematics, asset pricing theory and risk modeling techniques
  • Competitive compensation package, health insurance, reimbursement of relocation expenses
  • Future career growth, future opportunity to work in other FactSet locations around the world

 

In this role the candidate will:

  • Participate in every stage of FactSet’s modeling/research effort in quantitative risk as part of international team of world-class specialists in mathematical finance
  • Learn about financial markets, advanced risk models and portfolio management techniques
  • Be responsible for creating advanced mathematical models for financial markets volatility forecasts, complex market factor decomposition models, multidimensional market correlation structure models, portfolio optimization tools and future market scenario analysis methodologies

 

Requirements:

  • PhD in mathematics, physics, statistics, or related field
  • Exceptional analytical proficiency and technical and problem solving skills.
  • Ability to work independently on every stage of design of advanced mathematical models is critical to this position.
  • Strong knowledge of linear algebra, differential equation theory, probability theory, statistics and numerical methods.
  • Ability to communicate complex concepts clearly and effectively.
  • Knowledge of programming
  • Knowledge of quantitative finance is not required.

 

FactSet Research Systems Inc. is an E-Verify participant and EOE/M/F/D/V Employer which strongly supports diversity in the workforce.

It is the policy of FactSet Research Systems Inc. ("FactSet") to provide equal employment and advancement opportunities to all qualified employees and applicants for employment regardless of their race, color, religion, sex, age, sexual orientation, gender identity or expression, national origin, physical or mental disability, genetic information, veteran status, pregnancy, military or military reserve obligations, or any other class or status protected by law. This policy applies to all policies and procedures related to recruitment, hiring, training, promotion, compensation, benefits, transfer, discharge, and other terms and conditions of employment. If you have questions concerning this policy, please contact the Human Resources department at 203-810-1000.

To find out more about opportunities at FactSet, visit us at www.factset.com.com/careers, www.facebook.com/factset, or www.twitter.com/factset.

The contractor will not discharge or in any other manner discriminate against employees or applicants because they have inquired about, discussed, or disclosed their own pay or the pay of another employee or applicant. However, employees who have access to the compensation information of other employees or applicants as a part of their essential job functions cannot disclose the pay of other employees or applicants to individuals who do not otherwise have access to compensation information, unless the disclosure is (a) in response to a formal complaint or charge, (b) in furtherance of an investigation, proceeding, hearing, or action, including an investigation conducted by the employer, or (c) consistent with the contractor’s legal duty to furnish information.