Careers at Calamos

Quantitative Research Analyst

Position Summary
This position is responsible for helping to support the firm's global quantitative research efforts. This includes leveraging and enhancing existing quantitative capabilities, models and tools. Additional responsibilities include back testing models and supporting risk management and product development efforts.

Primary Responsibilities

Quantitative Research - Work in a team environment to help develop, refine and maintain existing quantitative models supporting equity, convertible, high yield, fixed income and derivative research. Assist in enhancing R&D capabilities to support global expansion efforts. Help build and back test new models and functions.
Risk Management - Help develop and maintain processes to effectively measure, report and control risk levels consistent with investment objectives.
Product Development - Help ensure that quantitative models, research tools and risk controls are adequate to support new product initiatives.
Project Management - Effectively manage quantitative research initiatives to deliver high quality and timely results that meet or exceed client expectations.
Reports to the CIO.
Works closely with associates in Research and IT.

Qualifications

Minimum five years experience in quantitative research.
A MS or PhD in a rigorous science is preferred.
An interest in global financial markets and modeling.
In-depth working knowledge of quantitative systems development, tools and engineering techniques including back testing, optimization, attribution and risk control.