Senior Equity Risk Modeling Researcher Axioma Inc.
Axioma is currently seeking a Senior Risk Modeling Research Associate to work on the design and development of equity risk models in our Research department in Atlanta, Georgia.
The primary job responsibility is to research, build, and maintain both short- and long-term equity risk models for various markets. The candidate will also be expected to work on the research and development of global risk models that cover all major international equity markets. Additionally, the candidate will communicate with product development regarding the integration of our risk models with our risk analysis, performance attribution, and portfolio construction software platform. Any candidate with experience modeling fixed-income risk or commodity risk will be given highest consideration.
The ideal candidate should have excellent communication skills. The candidate should be able to write white papers that describe the techniques used to create the risk models and effectively demonstrate their predictive capabilities, present risk modeling techniques and results to current and prospective clients. Additionally the candidate will be expected to provide guidance and technical expertise in the area of statistics and probability theory to the project leaders of other portfolio management and trading products.
- Ph.D. in financial econometrics or statistics with strong knowledge of multivariate statistics and times-series modeling. Knowledge of cross-sectional, time-series, and statistical techniques of modeling multivariate equity risk are required.
- Experience with an object oriented language such as Python or Java.
Other Skills: (Candidates having the following skills and experience will be given highest consideration.)
- Expertise in empirical asset pricing
- Proficiency in at least one statistical package such as S-PLUS, R, SPSS, or SAS.
- Experience with SQL and Oracle
- Experience in the financial services industry with responsibilities similar to those described here.
- Numerical analysis, copulas, and financial accounting data expertise
- Ability to travel and effectively present findings.
Axioma offers challenging work in a relaxed and supportive environment. Compensation includes a competitive salary commensurate with experience and a full benefits package including health, dental, 401k and includes participation in both the cash bonus program and the options (ISO) bonus program.
||Atlanta, GA |