Research Assistant – Risk

Job Description:
FactSet is a leading global provider of financial data,

analytics and models, with offices in 35 locations

worldwide, including New York, London, Frankfurt, Hong

Kong, Singapore, Tokyo, and many more. The Quantitative

Analyst will work in the fast expanding FactSet Risk

Research, Strategy and Modeling group, participating in

research and development of the state of the art

mathematical models of investment risk.

We offer unique career opportunity to an innovative and

passionate individual:

• Application of your advanced knowledge and skills in

mathematics, probability theory and statistics

• Work in a collaborative and research oriented team

environment

• Opportunity to learn from industry renowned experts,

to acquire detailed knowledge of financial

mathematics, asset pricing theory and risk modeling

techniques

• Competitive compensation package, health insurance,

reimbursement of relocation expenses

In this role the candidate will:

• Participate in every stage of FactSet’s

modeling/research effort in quantitative risk as

part of international team of world-class

specialists in mathematical finance

• Learn about financial markets, advanced risk models

and portfolio management techniques

• Be responsible for creating advanced mathematical

models for financial markets volatility forecasts,

complex market factor decomposition models,

multidimensional market correlation structure

models, portfolio optimization tools and future

market scenario analysis methodologies

Job Requirements:

• PhD in mathematics, physics, statistics, or related

field

• Exceptional analytical proficiency and technical and

problem solving skills

• Ability to work independently on every stage of

design of advanced mathematical models is critical

to this position

• Strong knowledge of linear algebra, differential

equation theory, probability theory, statistics and

numerical methods

• Ability to communicate complex concepts clearly and

effectively

• Knowledge of programming
• Knowledge of quantitative finance is not required

To find out more about opportunities at FactSet, visit

us at www.factset.com/careers, www.facebook.com/factset,

or www.twitter.com/factset.

The contractor will not discharge or in any other manner

discriminate against employees or applicants because

they have inquired about, discussed, or disclosed their

own pay or the pay of another employee or applicant.

However, employees who have access to the compensation

information of other employees or applicants as a part

of their essential job functions cannot disclose the pay

of other employees or applicants to individuals who do

not otherwise have access to compensation information,

unless the disclosure is (a) in response to a formal

complaint or charge, (b) in furtherance of an

investigation, proceeding, hearing, or action, including

an investigation conducted by the employer, or (c)

consistent with the contractor’s legal duty to furnish

information.

​FactSet Research Systems Inc. is an E-Verify

participant and EOE/M/F/D/V Employer which strongly

supports diversity in the workforce.

Job Code : 4476