Careers


Statistical Analyst

Job Description Responsible for using quantitative analysis to engineer statistical computer models for trading US and African equities for proprietary firm portfolio.  Should be able to create and engineer advanced quantitative statistics-based financial computer modeling systems to aid in analysis and research of US and African equities. Design and develop quantitative mathematical/statistical algorithms to link the diverse data sets from various providers. Engineer computer investment models that will make the buy/sell recommendations for the portfolios using advanced quantitative mathematical statistics to program strategies that forecast risk and return. Apply changing market psychology to quantitative computer models to value securities. Conduct ongoing, cutting-edge quantitative research and valuation analysis to enhance existing strategies and to expand into new markets.
Requirements Minimum Requirements: Master’s degree in statistics, mathematics, physics, electrical engineering, or computer science, plus at least 2 years of experience.  Must have experience using the following mathematical/statistical analysis modeling methods: time series analysis for signal generation, back testing & strategy modeling, and beta-neutral factor modeling (Barra, optimization/portfolio construction).
City Washington, DC
To apply, please forward resume and cover letter to hr@volaray.com

Sr. Quantitative Analyst

Job Description Sr. Quantitative Analyst will be responsible for identifying long-range strategies across a variety of domestic U.S and African markets. Must generate new research to enhance investment strategies through stock selection, portfolio construction, asset allocation, undervalued equities identification, and identification of buy/sell M&A candidates. The ideal candidate will have good communication skills, management capabilities, and the ability to meet with existing and new clients.
A strong understanding of the research process, including back testing and statistical analysis; programming skills, and SAS software knowledge is desired. Experience trading/modeling international portfolios is a plus. Experience with financial datasets including, but not limited to, Worldscope, MarketQA and Compustat, is desired but not required. Experience working with optimizers, such as APT, Barra or Northfield is desired but not required.
Requirements Strong communication and excellent client presentation skills. Advanced degree in business or finance, and/or CFA.
City Washington, DC
To apply, please forward resume and cover letter to hr@volaray.com

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