Quant Research, Sales Associate

  • location

    New York

  • sector:


  • Contact:

    Jay Alexander

  • Email:

  • published:

    over 2 years ago

  • expiry date:



We are recruiting for a junior buy side individual with sales experience, high energy and very strong technically with around 2- 5 years of equity buyside experience. This individual will have strong communications, python (data manipulation, comprehend libraries, proficient in data analysis) and that has worked on the client side.

You’ll be dealing with a quantamental audience, but we don’t need a PhD that’ll be talking very high-level data science to clients. Instead we need someone that can relate to investors and understand the business needs. You will be charged with a territory and charged with getting investors to a systematic strategy. This will also include you Involved in full lifecycle pitching, prototyping, client adoption and deployment.

We are not looking for a developer here as there is less emphasis on the technical part. If you’ve been working in a junior sales capacity at a hedge fund or asset manager and have studies Python at college/used in a problem-solving capacity (data manipulation, comprehend and manage libraries and data analysis) then we’d like to hear from you.


Job Description

Quantitative investment funds have doubled over the last decade to a record $500 billion AUM and now represent around 17% of total hedge fund assets. Smart beta strategies have grown even further from less than $100 billion in 2007 to a record $617 billion now sitting in US Smart beta ETFs.

We are partnering with a financial software and data organization that is uniquely positioned at the forefront of this financial revolution and we are looking for you to join them.


The Team:

The Financial Applications Team works closely with the company’s clients to implement quantitative investment strategies and research using the new Python Quant development platform. The quant platform combines world-class open source python libraries with the world's leading financial database, allowing our clients to generate unique research in quantitative finance and help them to capture alpha in a highly competitive landscape.

You’ll be part of a global team with people based in London, New York, San Francisco, Sao Paulo, Hong Kong, Singapore, Tokyo and Sydney. The team works very closely with our Account Management teams, Product Development and R&D teams.

You will use your equity market knowledge to consult with clients or prospective clients, helping them to develop and implement their quantitative investment strategies and research on our new python based quant platform. With access to the world's most comprehensive financial database, you will have the opportunity to apply advanced data science technologies to generate real world investment models. Your role will involve full life-cycle development, from initial pitches to prospective clients, requirement gathering, prototyping, implementation, deployment and adoption.


Job Responsibilities:

  • Position our quant platform to prospective clients, working with our account management team to provide thought leadership in the quantamental universe both internally and at external focus events
  • Work with clients to deep dive into their investment process, coding this into an implemented strategy in our quant platform on behalf of the client
  • Liaise between the client, product development teams, R&D to push internally for enhancements or fixes to the APIs or the platform
  • Provide continued support for clients to ensure adoption
  • Provide assistance on new strategies or processes they wish to implement
  • Help develop documentation, training material, internal tools to better service quant clients


You will learn on the job:


  • In depth knowledge of the Terminal - the world's leading financial analytics platform for investment professionals
  • You will be sent on training to improve your expertise in data science, quantitative investment strategies and capital markets
  • A deep understanding of quantitative strategies and investment knowledge across equities, fixed income, FX and commodities
  • You will learn Open Source python technologies for advanced data visualizations, widgets and analytics


Experience needed:

  • Coding skills in python
  • Experience in equity quantitative (quantamental) investment strategies or Equity Risk Premia strategies
  • Have a strategic mind set and demonstrable commercial acumen - be able to weigh up the business opportunities of a project before execution
  • Highly articulate, consultative, and confident in interactions with clients

Desirable experience:

  • Prior experience working on the sell side in other asset classes: Fixed Income, Commodities or FX
  • Previous front office work experience in financial markets working on/with the buy side
  • Knowledge of other programming languages such as R, VBA or similar
  • Experience with big data analysis or machine learning applications in finance