Quantitative Research Analyst, Alpha Capture

Quantitative Research Analyst, Alpha Capture w/ J. Goldman & Co., L.P. in NY, NY. Telecommuting permitted: wrk may be performed w/in normal commuting distance from the J. Goldman & Co., LP. Office in NY, NY, 2 dys/wk. Responsible for deployg new strategies to productn, monitorg & maintaing daily trading flows, validatg strategy & trading output, identifying & resolving issues or discrepancies in the tradg procss, implementg & overseeg risk mgmt protocols, & collaboratg w/ traders & othr internl stakeholdrs. Positn reqs a Master's deg (U.S. or foreign equiv) in Fin, Math, Stats, Financl Engg or Comp Sci & 2 yrs of exp in the job offerd or rel role. Must have 2 yrs of exp w/: Writing code in Python for quant research orproductn systms; Mng & creatg quant portfolio trading strategies; Conductg quant research (runng & analyzg research studies) incl signal research, stock selectn & risk modelg; Constructg models & signals to forecast returns; Rigorous stat testing; Researchg & dvlpng analyticl tools rel to portfolio constructn & optimizatn, performance measuremnt, portfolio analytics, attributn & P< Defing & recommendg modl specs or data collectn methds; Conferrg w/ financl enginrs or analysts on tradg strategies, mkt dynamics, or tradg systm performance to inform dvlpmnt of quant techniques; Dvlpng core analytical capabilities or model libraries, usg advanced stat quant, or econometric techniques; Modifyg & runng backtests of existg & new tradg strategies; Assistg in productn of databases & rebalancg of portfolios; & Process of testg & releasgcode changes to productn. Must have 1 yr of exp w/: Researchg factor timg signals; & Mng & creatg internal alphacapture tradg strategies QUALIFIED APPLICANTS: Email resumes to careers@jgoldmanlp.com & ref the job code "Quantitative Research Analyst, Alpha Capture" in the subject line.