Quantitative Research Analyst Resume

Quantitative research analysts are professionals who with their vast knowledge and extensive experience are responsible for performing a wide range of duties. They are expected to have previous experience of working in the finance industry and must be proficient at analyzing the global economic markets. Individuals working in this profile are accountable for leading their team to enhance the quantitative risk analytics for the investment products, develop accurate modeling and manage portfolios. Moreover, they carry out analysis of financial data, monitor processing of real-time data and evaluate the best trading options.

These professionals are required to have excellent statistical skills, good researching abilities and sound technical knowledge. They need to be apt in suggesting the right financial instruments to the clients, and influence their decisions for long-term profits. To prove your candidacy for this position, you must reflect all these traits on your resume. It must also include the right terminology that will catch the attention of the recruiter. To help you in the process, we have provided a sample for this post which is given below.

Sample Quantitative Research Analyst Resume

Kevin K. Wolfe
635 Owagner Lane
Seattle, WA 98101
Phone: 206-192-9017
Email: kevin.wolfe@anymail

Professional Summary:

Highly analytical, motivated, certified Quantitative Research Analyst with over 5+ years of experience evaluating trade ideas and enhancing the trade architecture. Adept at performing research, keeping up-to-date information about the stock fluctuations, and giving advice about investments in the financial instruments. Comprehensive technical knowledge about product design and adept at debugging. Team player with exceptional soft skills.

Summary of Skills:

Adept at working with large relational databases, and possess advance data analysis skills to interpret complex conditions for suggesting appropriate solutions
Comprehensive knowledge about the financial market, including the bearish/bullish trends, bonds, investment instruments, and derivatives
Familiar with equities, fixed income and multi-asset strategies quantitative modeling
Sound understanding of market fluctuations, factors affecting the rise/fall of stocks and ability to make accurate forecasts for maximum client revenue generation
Expertise in various programming languages like SAS, R, Python, SQL, MATLAB and proficiency in operating computer applications like Excel, Spreadsheets
Exceptional critical thinking and analytical skills
Excellent written and verbal communication skills

Work Experience:

Quantitative Research Analyst
AXA Incorporation, Seattle, WA
April 2016 – Present

Serving as the first point of contact for clients, maintaining their portfolios, and suggesting appropriate financial instruments for the investment
Effectively interfacing and collaborating with the analytics team to provide solutions for business-related problems
Actively designing solutions and implementing investment models related to quantitative equities, multi-asset portfolios, and volatility management
Working with other investment professionals to locate faults in existing models, and brainstorming ways to avoid recurrence
Continuously working on top-notch research projects involving regular assessment of the stock market to deliver quantitative strategies
Conducting training sessions to explain dealing with market fluctuations, and assisting in building a highly technical product that gives profitable returns

Quantitative Research Analyst (part-time)
AXA Incorporation, Seattle, WA
December 2014 – March 2016

Collaborated and worked with other investment personnel and enhance financial models
Actively involved with the team to in researching and developing smart equity portfolios
Identified profit opportunities, and provided best solutions for gaining high returns
Developed deep understanding of aspects related to alpha research, including model construction, factor definition, calculations and translating output statistics in monthly report used for portfolio management
Learned and executed proven methodology for conducting world-class research that assisted the analysts in identifying the best trading solutions and top performing stocks
Pro-actively accessed the data stored using SQL and used statistical abilities to manipulate available information to predict the top performing stock for the next week
Coordinated with the development/testing team to debug the new software modules, and assisted in writing codes using Java-SQL

Senior Quantitative Analyst
Intropro Financial Services, Seattle, WA
August 2011 – November 2014

Took responsibility for building, updating, and maintaining financial databases of the company, and preserved information of 300+ clients
Worked closely with the finance teams to assist in portfolio management
Troubleshooted existing modules, designed solutions and managed data processes for research systems by implementing investment models
Utilized analytical skills, extensive market knowledge and intuition to develop statistical trading models
Coordinated with the internal as well as external teams to identify issues in the company tool
Collaborated with the development team to build various quantitative investment models including equity, asset beta and smart allocation models for maximum profits
Worked with fundamental research analysts and portfolio managers to carry out various tasks

Education:

PhD in Quantitative Finance
Seattle University, Seattle, WA
2011

Master's Degree in Statistical Mathematics
Seattle University, Seattle, WA
2008

Certifications:

Certified in Quantitative Finance – COF Institute, 2013

Reference:

On request.