BlueMountain Capital Management, LLC

Position Title/Short Description

Full Text of JOE Listing:

The Systematic Equity investment is a fast growing business at BlueMountain.

Responsibilities:

- Conduct empirical research to identify signals predicting equity returns globally
- Identify and on-board new data sources, conduct exploratory data analysis and come up with innovative investment ideas
- Closely follow finance literature and new development in empirical research methodology
- Get involved in daily portfolio management process, including model generation, optimization and trading
- Research methods to further optimize portfolio construction
- Present research in front of investment committee & clients

Requirements:

- PhD in Finance or Economics with quantitative focus, or related fields
- Demonstrated record of original empirical research with large datasets and solid knowledge of asset pricing literature
- Independent thinker with good economic intuition, can formulate and conduct empirical studies independently
- Familiarity with standard fundamental and market data such as Compustat, CRSP, I/B/E/S
- Strong quantitative skills and econometric knowledge, knowledge of NLP and machine learning a plus
- Sufficient programming skills & ability to handle large datasets, experience with Python a plus
- Strong written and verbal communication skills
- Hard-working with strong attention to detail
- Ability to successfully work autonomously as well as in a collaborative team environment