Welton Investment Partners LLC seeks Senior Quantitative Researcher in Carmel, CA.
Responsibilities: Support and develop quantitative investment strategies in Quantitative Macro Group (‘QMG’) using broad set of mathematical methods. Build out and maintain company Research Platform, systematizing and generalizing processes related to new strategy development, quality assurance, peer review, and promotion and demotion framework. Build out and maintain company Portfolio Allocation Platform, including design and allocation platform for QMG, and other multi-strategy portfolios.
Requirements: PhD in Applied Mathematics/Statistics/related quantitative field and 5 yrs exp. in job offered or 5 yrs data analysis. Exp. must include 5 yrs each of following: derivatives pricing, machine learning/statistics, portfolio science, market risk, model validation, algorithmic execution, optimization, scientific computing/numerical analysis using Matlab/Python, and digital signal processing. Exp. may be gained concurrently. Send resume and cover letter to: email@example.com or Welton Investment Partners LLC, c/o G. Detrait, P.O. Box 6147, Carmel CA 93921