Jacobs Levy Equity Management is widely recognized as a leading provider of quantitative equity strategies for institutional clients. Our prestigious global roster of clients includes corporate pension plans, public retirement and sovereign wealth funds, Taft-Hartley plans, endowments/foundations, and sub-advised funds, many of which are included in Pensions & Investments’ top 200 largest retirement funds. We are a signatory to the United Nations Principles for Responsible Investment.

The Jacobs Levy culture emanates from the founders’ entrepreneurial spirit, collaborative relationship, and dedication to research. Ours is an innovative, team-oriented organization that welcomes intellectual curiosity, outside-the-box thinking, and practical problem solving.

Numerous social events throughout the year foster a collegial environment and provide opportunities for staff to interact and build bonds. These include pizza lunches, a holiday party, theater performances, an annual open house, and summer family outings such as a cruise on the Hudson and visits to the Liberty Science Center and the New York Botanical Gardens.

Our corporate campus in Florham Park, New Jersey offers a number of services and conveniences, including a fitness center, walking trails, cafeteria and coffee bar, happy hours, and organized intramural sporting events.

Jacobs Levy seeks innovative professionals who want to grow and learn while helping to drive the success of the firm. We are looking for talented individuals to fill the following positions:

Senior Quantitative Equity Researcher This position requires a PhD in Finance, Econometrics, or related quantitative discipline, with a strong background in technical computing and statistics, to join our research team and entails empirical research into U.S. and global equity market inefficiencies. Must be familiar with fundamental, expectational and market data, have solid knowledge of asset pricing literature, and strong programming skills. Responsibilities include exploratory data analysis, testing various statistical approaches, developing and enhancing models, and reviewing financial literature. Ideal candidate would be self-motivated with minimum 3 years of empirical equity research experience.
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We are seeking a Senior Quantitative Equity Researcher with a strong background in technical computing and statistics to join our research team.  The team is responsible for researching all aspects of the investment process from data processing and alpha modeling through to portfolio optimization.  Our researchers work collaboratively to contribute to our firm’s leading edge, innovative investment process.  We seek people who are passionate about equity investment and motivated to outperform the market.
 
Responsibilities include:
  • Conducting exploratory data analysis
  • Empirical research into U.S. and global equity market inefficiencies
  • Reviewing financial literature
  • Developing new and improving existing investment models by identifying novel investment ideas and innovative data sources
  • Creating innovative investment strategies

Ideal candidates will look to combine creative insights with research to make sound investment decisions.
 
Requirements include:
  • PhD in Finance, Econometrics, or related quantitative discipline 
  • Familiarity with fundamental, expectational and market data
  • Solid knowledge of asset pricing literature
  • Strong programming skills (C++, C#, Fortran, Java, Julia, Python, etc.), preferably experienced with large datasets and also familiar with parallel programming
  • Version control experience (such as Git)
  • An understanding of Bayesian Statistics, Machine Learning, Non-Linear Estimation Methods, Optimization, Transaction Cost Modeling, or Data Visualization is a plus
  • At least 3 years of empirical equity research experience
  • Independent thinker with good economic intuition and demonstrated record of original research
  • Ability to work collaboratively across departments and to explain challenging technical concepts 
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Quantitative Data Engineer This position is part of our Data Technology team and will help implement, enhance, and manage our quantitative models. Primary responsibilities include researching, designing, coding, testing, and deploying projects while working in a fast-paced environment and improving proprietary data repository and financial data platforms. The Quantitative Data Engineer will work closely with quantitative research and portfolio management professionals to implement new ideas. The successful candidate must possess strong knowledge of financial equity data (e.g., Compustat, Bloomberg, Thomson Reuters), have solid coding skills (in SQL, Python, Julia, and C++), and experience working with large datasets. MS/PhD degree in Computer Science or related field required.
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We are seeking a Quantitative Data Engineer to design and implement our proprietary quantitative investment systems. You will be a key player in the Technology team and will research, design, code, test and deploy projects while working in a fast-paced environment. 

Responsibilities include:
  • Implement, enhance, and manage quantitative models
  • Design and improve proprietary data repository and financial data platforms
  • Automate and support the Extract, Transform, and Load (ETL) processes from various market data vendors
  • Develop and manage reporting and performance analytics platforms
  • Work closely with quantitative researchers on data requests and model development

Requirements include:
  • MS/PhD in Computer Science, Engineering, Statistics, or related discipline with excellent academic credentials
  • Strong knowledge of financial equity data, a plus with experience in Bloomberg, Thomson Reuters, Compustat, and CapIQ data
  • Broad knowledge of database concepts with proficiency in SQL and stored procedures, preferably with Microsoft SQL Server
  • 2+ years of solid coding experience in Python, Julia, C++, C#
  • Experience in processing large and complex datasets
  • An advanced knowledge of math and statistics
  • Strong communication skills and ability to collaborate across teams
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Quantitative Software Engineer This position will play a key role in contributing to the quantitative investment processes. Engineers are responsible for the design, implementation, optimization, and testing of our proprietary quantitative investment systems. As part of a team, primary responsibilities include implementing and enhancing quantitative models, architecting and managing global data repository, creating high performance simulation and optimization engines, developing and managing investment workflow management systems, and building and extending analytics and reporting platforms. The successful candidate must possess strong coding (in Python/Julia and C++) and analytical skills. MS/PhD degree in Computer Science or related field required.
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We are seeking Quantitative Software Engineers to play a key role in contributing to the quantitative investment processes. Our engineers are responsible for the design, implementation, optimization, and testing of our proprietary quantitative investment systems. You will have a great opportunity to build a next generation system for global portfolio management, work with large datasets, and solve challenging business problems.

As part of a team, Primary Responsibilities include:
  • Implement and enhance quantitative models, proprietary portfolio construction, and optimization techniques with Research and Portfolio Management teams
  • Architect and manage global data repository incorporating millions of financial and market data points
  • Create high performance simulation and optimization engines
  • Develop and manage investment workflow management systems
  • Build and extend analytics and reporting platforms 

Requirements include:
  • MS/PhD in Computer Science, Engineering, Statistics, or related discipline
  • Must have strong programming skill in Python/Julia, experience with NumPy/Pandas or similar quantitative software a plus
  • Must have hands-on programming Experience in C/C++
  • 2+ years’ experience with database technologies like SQL server, Oracle, etc.
  • Outstanding coding, debugging, and analytical skills
  • An aptitude for math and statistics
  • Knowledge in .NET and C# is a plus
  • Passionate about solving complex business, data, and technical challenges
  • Contributions to open source software a big plus
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For immediate and confidential consideration, please email your cover letter and resume to careers@jlem.com. Please indicate the position for which you are applying.

Equal Opportunity Employer