Help systematize and enhance data structures/feeds and technology best suited to support a robust and comprehensive transaction cost analytics (TCA) platform
Systematically collect and analyze implementation shortfall data against the existing transaction cost and return forecast models
Work closely with traders, portfolio managers, and research group, to help answer questions on implementation outcomes within specific strategies, or within any other subset of Acadian orders We're Looking for Teammates With:
Master's degree in finance, math, computer science or other analytical discipline
Minimum 5 years of experience in systematic asset management strategies
Direct experience in TCA is strongly preferred
Hands on development experience with Python (Numpy, Scipy, Pandas, SKLearn)
Strong statistics and data management skills
Solid understanding of relational and non-relational databases
Ability to translate quantitative insights into actionable process improvements
Superior attention to detail
Superior written and verbal communication skills
Ability to work independently and collaboratively in a collegial, results-oriented environment
Drive to deliver on high value projects and a roll up your sleeves attitude. Why work here: Acadian is a quantitative investment firm where ideas are empowered by technology. Our team is made up of a diverse mix of professionals who thrive in a culture that fosters ingenuity through collaboration and transparency.
Casual office environment. Casual dress code everyday (not just Fridays!) The kitchens are stocked with free snacks and drinks.
Better Benefits. Get quality medical, dental and vision insurance; Paid leave bank of 20 days; Profit Sharing; Tuition & Health Club Reimbursement.
Opportunities to Develop Personally & Professionally. We promote local volunteerism and organize hands-on opportunities throughout the year. Work side-by-side with some of the industry's most admired professionals. To apply for this position or view Acadian's open roles, please visit the Careers section of our website at: http://www.acadian-asset.com/careers/Job-opportunities. We will contact only selected candidates. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at firstname.lastname@example.org. It is the policy of Acadian Asset Management LLC to provide equal employment opportunity to all qualified persons without regard to race, creed, color, sex, age, national origin, marital status, veteran status, citizenship status, disability, or sexual orientation.