JOE Listings (Job Openings for Economists)

August 1, 2019 - January 31, 2020

AIG

Investments
Public Equity Strategies
Senior Quantitative Analyst - Public Equity Strategies

JOE ID Number: 2019-02_111464155
Date Posted: 10/25/2019
Position Title/Short Description
Title: Senior Quantitative Analyst - Public Equity Strategies
Section: Full-Time Nonacademic
Location: New York, New York, UNITED STATES
JEL Classification: C -- Mathematical and Quantitative Methods
Salary Range: Negotiable
Full Text of JOE Listing:

Please submit your application on the AIG Careers' site through this link:
https://aig.wd1.myworkdayjobs.com/aig/job/NY-New-York/Senior-Quantitative-Analyst---Public-Equity-Strategies_JR1908781


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, 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.

Application Requirements:
  • External Application URL and Instructions Below
Application deadline: 01/31/2020
Application Instructions:
Please apply online through this link:

https://aig.wd1.myworkdayjobs.com/aig/job/NY-New-York/Senior-Quantitative-Analyst---Public-Equity-Strategies_JR1908781