Senior Quantitative Researcher (LAM)

Lazard Asset Management operates in 41 cities across 26 countries. Our investment personnel manage over US $200 billion across a wide range of global, regional and country-specific strategies - both traditional and alternative - in listed equity and fixed income. At Lazard Asset Management, we pride ourselves in balancing the feel of a small firm with the scale of a large global organization. Our entrepreneurial culture and flat management structure foster an environment in which good ideas can take flight, no matter where they come from.

Our team of quantitative equity portfolio managers/researchers is looking for a senior quantitative researcher with strong experience in portfolio construction and optimization. The candidate should be able to deliver complex projects and perform research both as part of a team and independently. Ideally, they would have a strong programming background and interest in Equity Markets. Experience with machine learning and alternative data is a plus.

We'll trust you to:

• Conduct in-depth research of ideas and hypotheses originating within the team or in academia
• Enhance current portfolio construction tools
• Build quantitative factor models based on both traditional financial data and non-traditional data source using the methods such as time series analysis, regression, network analysis, machine learning and Natural Language Processing
• Validate the quantitative models performance using accounting data
• Develop and maintain code used for developing and implementing quantitative models in R and Python

You'll need to have:

• Extensive experience with portfolio construction and optimization
• Excellent programming skills (R/Python/Matlab but other language considered)
• Extensive programming experience
• Experience with Machine Learning and unstructured data
• Strong interest in Equity markets, knowledge of academic work in the quantitative equity models preferred
• Experience with of portfolio construction methods and optimisers
• Ability to understand and communicate complex ideas

Diversity and Inclusion at Lazard

Lazard is an intellectual capital business focused on delivering the best advice and solutions to clients. Achieving these objectives requires us to identify, develop and retain the best talent. A workforce comprised of people with varied backgrounds and experiences creates a rich diversity of thought that empowers us to challenge conventional wisdom, as diverse perspectives lead to better decisions.

Our appreciation of diversity’s strength is ingrained in our multi-cultural heritage. As a global firm that has grown organically from local roots in different countries, we have a deep tradition of respect for individual differences, which has been core to our success for several decades.

The ongoing cultivation of diversity and an inclusive, equitable culture are essential to our continued growth. We are committed to sustaining an environment in which all employees – regardless of socioeconomic status, race, color, nationality, religion, gender, sexual orientation, physical abilities, veteran or military status – can bring their whole selves to work to maximize their individual potential and our collective success.

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