Quantitative Researcher

Performing ad-hoc exploratory statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources Researching predictable patterns in asset returns, risks, trading costs and other data relevant to financial markets Writing and maintaining production-quality code used directly in the investment process Assessing the quality of historical and current data, diagnosing deficiencies, and prescribing fixes Performing portfolio construction research using our proprietary simulation capability Working with software engineers to design feeds for new data sources from third-party vendors Participating in data architecture decision-making to support the Research data platform

Arrowstreet Capital is an investment manager based in Boston that specializes in global and international equity investment strategies for institutional investors, including pension plans, endowments, and foundations. The company offers a variety of investment strategies, such as long-only, alpha extension, and long/short, using various financial instruments like swaps and futures. Their investment process relies on quantitative methods to identify and integrate investment signals into their proprietary models for return, risk, and transaction costs. By evaluating a wide range of fundamental and market-based factors, Arrowstreet Capital aims to create diversified equity portfolios that seek to outperform specific client benchmarks. With approximately $100 billion in assets under management, they serve over 200 clients across North America, the UK, Europe, and the Asia-Pacific regions.