We're looking to hire a Quantitative Research Analyst to join our Equities franchise, reporting to the director of Equities Quantitative Research. The group is responsible for applied quantitative analytics deployed across the full variety of equity strategies at the firm, building and enhancing the toolkit in collaboration with Portfolio Managers and Fundamental Analysts.
• Apply advanced portfolio analytics to existing and proposed equity strategies
• Alpha factor research, construction, backtesting, and analysis.
• Factor risk modeling and interpretation
• Trade scheduling
• Equity valuation modeling
• Work with technologists to maintain and deploy analytics into production platforms
• Author research memos, train users, and present ideas to the wider investments team
• PhD in a highly quantitative field
• At least 5+ years of relevant work experience required (open to both sell-side and buy-side backgrounds)
• Knowledge of financial theory and command of the current literature around equity anomalies and risk premia, factor risk models, and equity valuation approaches.
• Contact with modern financial data sets for historical quantitative analysis and the platforms that supply that data. Understanding/contact with the alternative data landscape is a plus.
• Fluency in at least two relevant programming languages and key libraries (Python, C/C++, SAS, R, Matlab, SQL, NAG, numpy/pandas, etc.). Contact with Python is strongly preferred but not essential if the rest of the skill set demonstrates strong modern numerical programming competency.
• Experience coding and implementing complex quantitative models in live practice.
• Strong English language communication skills and a collaborative, team-oriented personality, including the ability to interact and collaborate with discretionary portfolio managers, fundamental analysts, and especially the other quantitative researchers on our team.
Founded in 1929, Lord Abbett is a leading asset manager with approximately $160 billion in assets under management. We share a passion for excellence in serving our diverse range of clients – individuals, advisors, and institutions across the globe who rely on us to deliver innovative investment solutions that help them secure stronger financial futures. We are looking for candidates who value trust, intellectual curiosity, and teamwork as much as we do.
We are an equal opportunity employer and value diversity at our firm. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.