State Street - Quant Research Analyst - Active Quantitative Equities - IIT/NIT

State Street Global Advisors (SSGA) is the asset management business of State Street Corporation, one of the world's leading providers of financial services to institutional investors with over $3.6 trillion in assets under management.

The Active Quantitative Equities (AQE) group is the SSGA investment team that develops and manages approximately $30 billion quantitatively driven active equity strategies on behalf of our clients. Strategies managed in both developed and emerging markets include Enhanced, Defensive, Active and Market Neutral portfolios.

AQE is seeking an Intermediate or Senior Quantitative Researcher who will be responsible for developing new quant strategies using investment insights and sophisticated statistical techniques.

Job Duties:

- Conceptualize and Develop alpha strategies : using statistical techniques - optimization / machine learning / deep learning / NLP, data analysis techniques and economic insights

- Back test and evaluate investment strategies / data vendors / alternative data / signal to drive innovation and enhance alpha generation capability

- Manipulate and analyze large datasets with the intent to conduct bias-free simulations

Qualifications and Skills:

- Advanced degree in Computer Science/Statistics/Mathematics or similar quantitative field from IITs/NITs or other leading institutes.

- Strong knowledge of probability and statistics (e.g., machine learning, pattern recognition, NLP, time-series analysis)

- Excellent scientific/analytical programming skills with experience in tools such as R, Python, MATLAB

- Experience with database programming languages, and handling of structured/unstructured data

- Strong interest in financial markets and quantitative investment

- 2-6 years of industry experience in Quant Development / Data Science roles

- Creative, hardworking, self - motivated, high level of integrity, extreme attention to detail and quality standards

- Positive attitude, strong work ethic, strong communication skills and the ability to work in a team

Desirable skills:

- Familiarity with investment theory or quantitative finance in equities

- Working experience with distributed processing. Experience with one of Hadoop, Spark, Netezza, Hive, SparkSQL, SparkR

- Working knowledge of Linux

- Knowledge of Tensorflow and/or Theano

- Experience with visualization tools such as Tableau