ARPM – Advanced Risk and Portfolio Management is a privately held research and education company, directed by Attilio Meucci, based in New York City with virtual offices world-wide. ARPM’s mission is to set and disseminate the standards for advanced quantitative risk management and quantitative portfolio management across the financial industry: asset management, banking, and insurance.
ARPM is hiring a
The successful candidate will review and code practical case studies and theoretical examples in quantitative finance, contributing to the ARPM Lab. He/she will work full-time, remotely (from home or any other location), constantly communicating via multi-media with the other members of ARPM. The ARPM researcher position represents an opportunity for candidates with quantitative background, who wish to apply to real problems in finance the rigorous approach acquired in their schooling.
- review theory portions and provide constructive criticism and feedback
- create exercises to prove theoretical statements
- implement case studies in Python
- create MATLAB scripts for the videos that support the case studies
- write documentation for scripts and functions (using pseudo-code)
- produce slides in Beamer (LaTeX)
- support teaching activities (e.g. homework preparation, grading, interactive platform(s) moderation, etc.)
ARPM emphasizes the constant intellectual growth of its resources:
- for the first 6 months the researcher will be focused on specific projects. At the end of this period (s)he will conduct a presentation on the topics covered
- then, (s)he will start broadening his/her scope, attending the presentations of their peers and seniors, working on broader projects, and acquiring hands-on-knowledge of all the topics of the ARPM Lab. The approximate time required to attain the required level of familiarity with the ARPM Lab is: two years for a recent master’s graduate; one year for a recent PhD graduate
- when ready, the researcher will be tested on all such topics with an exam. If successful, (s)he will conclude his/her training period, attaining full status as ARPM researcher
- the ARPM researcher will then engage in highly quantitative projects with ARPM clients, becoming a profit center
Skills and experience:
- advanced undergraduate or master’s equivalent in mathematics or theoretical physics. PHD in the same disciplines is a plus
- good knowledge of statistics and probability
- some proficiency in Python or similar programming languages
- good command of English
- no knowledge of finance is necessary
Deadline for applications: 19.10.2019.