Lead independent research projects to evaluate stock selection factors, improve model estimation algorithms and enhance the portfolio construction process.
Write production code to enhance the research and portfolio management processes.
Work closely with a team of experienced quantitative analysts and portfolio managers to develop a business with roughly $18bn AUM (as of 6/30/2016).
Contribute to the research agenda: Attend conferences, monitor academic and practitioner research, generate ideas for research projects.
Serve as a member of one or more of MFS' global sector teams (composed of fundamental equity, credit and quantitative analysts). Provide team or teams with a quantitative analyst's skills and perspective, e.g. backtest investment signals or provide portfolio construction analysis.
Gradaute education in relevant field preferred.
Minimum 5 years of relevant industry experience.
Ability to structure thoughtful, detail-oriented solutions to complex problems with minimal supervision.
Strong written and verbal communications skills, inclusive of the ability to listen and incorporate feedback into one's work.
Experience with and strong interest in researching the central issues of quantitative stock selection, e.g. conducting statistical analysis on large datasets, forecasting stock returns using company characteristics and market data.
Strong programming skills, including advanced proficiency in matrix based analysis languages, e.g. Matlab, R, Python.
Experience with quantitative equity portfolio construction theory and practice, and with the major vendors in the space, e.g. Barra, Axioma, Northfield.