Stock Selection Model Developer

3 weeks ago


Los Angeles, California, United States LOS ANGELES CAPITAL MANAGEMENT LLC Full time
Job Description
Los Angeles Capital Management LLC is seeking a highly skilled Research Analyst to support the firm's quantitative stock selection models and risk models. The successful candidate will build appropriate data pipelines, assist with feature engineering, and help with the design and implementation of various predictive models. Key responsibilities include assisting with mapping security identifiers across time and across vendors, working in Snowflake to build custom views that combine data sets from multiple sources, and evaluating model results using cross-validated mean-squared errors and out of sample portfolio performance.

Required Skills and Qualifications
The ideal candidate will have a Master's degree in finance or a quantitative field, such as data science, math, economics, etc. Additionally, the candidate should have 0-3 years of experience, strong analytics and problem-solving skills, excellent oral and written communication skills, and hands-on database experience building custom queries, views, joins, and stored procedures. Knowledge of Python and common data science libraries, such as NumPy and Scikit-learn, is also required.

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