Data Modeler Consultant

Data Modeler ConsultantData AnalystBoston, MAAsset ManagementJO-1906-1238Position Overview:We are looking for a Modeling Consultant to join our team initially on a temporary basis. This group focuses on all major global asset classes including, but not limited to Equities, Fixed Income, Currencies, Commodities and Options/Volatility. The successful candidate will provide valuable expertise on enhancing pre- and post-trade transaction cost analysis—and sophisticated modeling—across asset classes and instruments (particularly futures and FX forwards), as well as performance attribution.Responsibilities:Help develop approaches to enhancing pre- and post-trade transaction costs modelingHelp perform post-trade transaction cost analysisHelp enhance after-costs portfolio performance attributionCollect, clean and transform large datasetsPerform historical simulationsDevelop automated reports of research resultsPresent research results in a clear and intuitive manner – visually, verbally and in a written formQualifications:Minimum 3 years of execution-level quantitative investment experience with derivatives, in particular futures, FX forwards, and optionsExceptionally strong programming experience, in particular in Python and SQLA PhD degree with an outstanding academic record in a technical field such as mathematics, statistics, science or engineeringWorld-class analytical skills and the ability to clearly articulate the approach, process and resultsCreativity, enthusiasm, collegiality and the ability to excel in a self-starting environmentDrive and humility to deliver on high value projects and roll up your sleeves attitude