Senior Quantitative Analyst - Public Equity Strategies
New York, NY
Job ID: JR1908781 Senior Quantitative Analyst - Public Equity Strategies 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, two software engineers and three 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 three 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 applicants will have over 5 yrs of quantitative background; ten years of quant + software development background combined. * Proven record in creative issue solving, a solid foundation in mathematics and statistics, solid programming skills, as well as outstanding communications skills. * Applicant selection will place emphasis on statistical inference / time series econometrics knowledge and practical background 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 background 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. * Ability 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. About AIG American International Group, Inc. (AIG) is a leading global insurance organization. Founded in 1919, today AIG member companies provide a broad range of property casualty insurance, life insurance, retirement products, and other financial services to customers in more than 80 countries and jurisdictions. These diverse offerings include products and services that help businesses and individuals protect their assets, manage risks and provide for retirement security. AIG common stock is listed on the New York Stock Exchange and the Tokyo Stock Exchange. Join our Talent Network at http://www.aig.com/careers/life-at-aig/join-the-talent-network. Additional details about AIG can be found at www.aig.com and http:// www.aig.com/strategyupdate | YouTube: http://www.youtube.com/aig | Twitter: @AIGinsurance | LinkedIn: http://www.linkedin.com/company/aig. These references with additional info about AIG have been provided as a convenience, and the info contained on such web sites is not incorporated by reference into this press release.
October 21 on Broadbean