Company: Mellon Investments Corporation
Location: San Francisco
Position Type: Full Time
Experience: See below for details
Education: See below for details

To conduct detailed investmnt research studies independently for major investmnt area. REQ’MTS: Bachelor’s or foreign equiv in Mgmt Science, Fin’c, Math, or rel field & 10 yrs progressively respons exp in job offered or rel occupation: Distinguishing relationships & patterns across multiple fin’l assets by using comp prog’g & algorithm dvlpmt, incl MATLAB, C#, C++, SAS, .NET Framework, & Excel VBA; Working w/lrg scale datasets incl Bloomberg & Thomas Reuters/Datastream, & Don & Bradstreet; Utilizing quantitative modeling skills in fin’l & investmnt-rel research work, pertaining to alpha factor research & investmnt strategy dvlpmt incl robust regression, quadratic optimization, time series Analysis, Monte Carlo Simulation, Bayesian Stats, Regime Switching Models, & Factor Model & Forecasting model; Utilizing portfolio Construction techniques incl Risk-based portfolio construction methods & Factor-based risk decomposition; & Prototyping & dvlpg portfolio mgmt. & analytics apps in C# & .NET Framework incl front-end GUI dvlpmt, back-end Investmnt model dvlpmt & integration, & data integration w/SQL dbase. In alternative, employer will accept Master’s in 1 of above mentioned fields of study & 8 yrs exp. Pls apply at www.bnymellon.com/careers & utilize ref code #2010428. Pls indicate “ref source – ad – SFC.”