Quantitative Analyst

Thomson Reuters is a global leader in providing essential information to the world's businesses and professionals in Law, Financial Services, Tax & Accounting, Media, Healthcare and Scientific Research. With our deep expertise and understanding of these professions, we are able to offer our customers a broad range of innovative products and services. The relevant, insightful information and intuitive supporting systems we provide enable our customers to be successful. Thomson Reuters has operations in 93 countries around the globe. More information about Thomson Reuters and its financial performance can be found on www.ThomsonReuters.com. We are looking for a highly motivated individual to join our Quantitative Portfolio Analytics Research Group in San Francisco.  The Quantitative Analyst will perform hands-on research & development of innovative algorithms for next-generation portfolio analytics and workflow tools to serve both the quantitative and fundamental portfolio manager.Our current product set includes Thomson Portfolio Analytics, a state-of-the-art application that combines sophisticated portfolio performance attribution and risk forecasting with a user-friendly interface accessible to non-quantitative portfolio stakeholders.  We are also well-known for the legacy Vestek product line that spans a range of functions from bulk performance reporting to portfolio optimization and fixed-income portfolio analytics.We seek a versatile person who possesses outstanding technical and creative skills, an ability to learn on-the-fly, and a strong desire to work in the finance industry.  The ideal candidate should be equally comfortable with: Solving complex financial, mathematical, and programming problems, Carrying a solution from the concept stage through to debugged / documented prototype code, Performing analysis / studies of the properties of large financial data sets, Explaining complex concepts to a non-quantitative audience including sales staff and customers, Publishing inventions and research results as journal papers or white papers, Working with and driving the requirements of very large databases of market factors, Developing methods for presenting and visualizing complex data and algorithms.This position is located in San Francisco, CA and requires minimal travel.QualificationsRequired Skills: Communication: You must be able to communicate complex technical concepts to any given audience at the appropriate level.  Excellent written and verbal skills are essential, as well as the ability to create and perform an effective PowerPoint presentation. Math (minimum): Basic Linear Algebra / Eigensystems, Bayesian Probability and Elementary Statistics, Elementary Random Processes (Covariance, Correlation, etc), Multivariate Calculus and Basic Dif Eq. Computing: Proficient programmer with good programming habits, familiar with OO.  Should be able to learn a new language quickly.  We do mostly C# (2.0).  You may encounter VBA Add-Ins, legacy code in MATLAB, or UNIX code in Perl / Tcl. Finance: Members of the group are required to pursue the CFA Charter concurrently with their employment, unless they have a graduate-level degree in investment-related finance (MBA or completed Ph.D. coursework). Education and Experience: An undergraduate degree in Math, Physics, Engineering, Computer Science, or other quantitative discipline is required.  An advanced degree (MS, MBA, Ph.D.) in a quantitative field or investment-related finance is also highly desirable unless sufficient equivalent work experience can be demonstrated. Candidates without a Masters or Ph.D. degree will be considered only if they have significant work experience in numerical / statistical / analytic algorithm development in a commercial environment. Significant education or work experience in software implementation is required.Thomson Reuters employees take pride in providing our customers around the world with information that is timely, accurate, unbiased and trusted. We have a profound respect for the professions and customers we serve and define our success in terms of their success.  Our work environment is dynamic, innovative and entrepreneurial. We have a result-oriented culture that demands excellence, agility, and the desire to move quickly and precisely to seize opportunities. Our environment is both challenging and supportive – we give employees the opportunity to develop their skills and do their best work. Thomson Reuters values diversity of culture and thought and seeks talented, qualified employees in all its operations around the world regardless of race, gender, national origin, religion, sexual orientation, disability, age or any other protected classification under country or local law. Thomson Reuters is proud to be an Equal Employment Opportunity/Affirmative Action Employer. Company: Thomson Reuters Location: San Francisco, CA Job Status Full Time, Employee Job Category: Accounting/Finance/Insurance Career Level: Experienced (Non-Manager) Education: Master's Degree