The Research Analyst (multiple openings) at MPG Operations LLC in New York, New York will apply multi-factor risk models and convex optimization to aid in portfolio construction, risk control and trading cost analysis. Responsible for index rebalancing analysis, research, and strategies as part of a collaborative relative value fund (RVF) Equities domestic portfolio management team with a primary focus on US markets. Use advanced statistical techniques, including Monte Carlo simulations, generalized linear models, and regularized regressions. Interpret index methodologies, generate predictions, and back-test index rebalancing strategies, applying knowledge of statistical computing and Bayesian probability theory. Systematically track passive flows related to corporate actions that may change a security or security weighting in an index. Responsible for productionizing corporate actions data and data flows in Python or a similar mathematical programming language. Build infrastructure to collect index data and store predictions using on-site tools like SQL server, and perform quantitative data analysis and surface relevant queries. Collaborate with the Portfolio Manager in a transparent environment and engage with the whole investment process. Telecommuting available. Salary: $150,000 - $200,000 per year. Minimum Requirements: Requires a Master's degree in Finance, or a related field, and 2 years of experience in a portfolio management support occupation. Must include 2 years of experience with each of the following: (1) Python programming; (2) stock market research; (3) Unix and Linux; (4) equity trading systems development; (5) advanced statistical techniques including Monte Carlo simulations, generalized linear models, and regularized regressions; (6) build infrastructure to collect index data and store predictions using SQL server; (7) perform quantitative data analysis; and (8) multi-factor risk models including Barra or Axioma, and convex optimization.To apply please send resume to recruiting@mlp.com and reference job code "0391" when applying.#LI-NDI #LI-DNI #LI-DNP

Minimum Salary: 150,000 Maximum Salary: 200,000 Salary Unit: Yearly