• Equity Quant

    Job ID
    Jersey City
  • Overview

    About Lord Abbett:

    Founded in 1929, Lord Abbett is an independent firm with a singular focus on the management of money. Over the course of our history, we’ve earned a sterling reputation for our leadership, influence, and innovation in the asset management industry. Today, our independent perspective, our commitment to active management, and our intelligent product design continue to make us relevant to individual and institutional investors.

    From the very beginning, we’ve recognized that our people are our greatest asset. As an investment-led, investor-focused firm, we value intellectual curiosity, teamwork, and collaboration across the organization.

    We’re looking for people with a keen interest in working for a trusted leader in the asset management industry, a desire to expand their knowledge, and a passion for delivering a client experience that exceeds expectations.

    Now that you know our history, are you ready to be part of our future?


    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.


    Potential projects and responsibilities include, but are not limited to:


    • 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.



    Lord Abbett is an equal employment opportunity employer.  We are committed to providing equal employment opportunities to all qualified individuals without regard to the following legally protected characteristics: race, color, religion, sex, pregnancy, national origin, age, physical or mental disability, marital status, sexual orientation, sexual identity, caregiver status, military/veteran status, or any other characteristic protected by local, state or federal law.   All employment decisions at Lord Abbett are based solely on the applicant’s relevant experience, skills and qualifications.


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