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Cowen Investment Management Consultant / Independent Contractor

Project Overview

The objective is to build a range of models to analyze structured and unstructured data and sample tasks include building data gathering, data cleaning, and data analysis. Data analysis includes time series or econometric models including ARCH/GARCH, classification, linear and non-linear regression, Markov Chain, neural network, text recognition and analysis, and optical character recognition.

This project involves direct engagement with the Co-Heads of the investment group, which is focused on sustainable investing with an ESG (Environmental, Social and Governance) Mandate. Will also work with graduate level interns and shared resource software engineers.

Project is expect to last 3 to 4 months, at which time the models should be fully developed.

Principal Duties and Responsibilities

Design technology systems in MatLab and other programming languages for a cross-asset class investment group focused on sustainability. The project involves building quantitative models that focus on statistics, machine learning and in deep learning.

The challenge will include analyzing structured and unstructured data, building valuation, risk management, capital structure arbitrage and other financial models using both deterministic and stochastic approaches.

Coordinating with technology group to build and execute quantitative models with focus on statistics, machine learning and deep learning.


Skills & Knowledge Requirements

The preferred candidate has an Undergraduate or Graduate Program in a quantitative field such as Data Science, Computer Science, Statistics, Engineering, Applied Mathematics, or Physics. Candidates should have a minimum of 4 years’ experience using quantitative analysis, statistical modeling, and/or programming to develop financial models. It is important to have a strong knowledge of both supervised and unsupervised machine learning or deep learning methods.

Programming experience - MatLab and one other main programming language such as C++, C#, Python, Perl, VBA, Java, R.

Knowledge of databases such as SQL.

Competencies

· Strong analytical skills

· Demonstrated ability to work cooperatively with team members

· Ability to work independently in a fast-paced environment

· An exceptional work ethic

· Strong Data Analytics and coding

· Proved track record meeting tight deadlines
 
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