eFinancialCareers

• Company

  Macquarie

• Location

  USA-NY-New York City

• Compensation

  Information not provided

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  20 Nov 2009

• eFC Ref no

  580393

Macquarie Securities Group (MSG) encompasses Macquarie's institutional stockbroking, equity derivatives and equity finance activities. MSG utilizes its skills in research and risk management to develop equity-based financial solutions and services for clients globally. Macquarie's Global Quant Research Group is a market leader in the provision of quantitative research on global equities, with teams located in Sydney, London, New York, Tokyo, Hong Kong, and Johannesburg.

We are currently seeking an associate to join our Quantitative Research team in New York, focussing on North American sell-side equity research. This is a position that will enable you to develop and maintain financial models for quantitative equity analysis (e.g., multi-factor model, statistical trading strategies, risk model, equity portfolio optimization, transaction cost analysis, etc.) and coordinate, generate and maintain equity research reports and presentations. Working closely with the global team, you will develop and maintain financial databases; support and answer client queries; and assist with special ad-hoc projects, presentations and initiatives as assigned.

To be successful you will have:

• experience in a quantitative field or in the financial markets, ideally as a quantitative research associate or programmer
• academic qualifications in a mathematics, computer science, econometrics, statistics, financial engineering or related field
• expert knowledge in a programming language (e.g., C/C++) and/or statistical program (e.g., SAS, SPlus/R, MATLAB, etc.)
• experience in database programming or maintenance (e.g., Microsoft SQL Server)

• familiarity with statistical methods and mathematical software packages
• a strong team ethic and the ability to work within a fast paced environment, where you need to show initiative and be resourceful