Lead Investment Quantitative Analyst
Purpose of Job
Assesses portfolio risk exposures at the portfolio and platform level, performs stress testing and scenario analysis, and develops quantitative models to support investment decisions. Designs, develops, and tests quantitative and/or analytical models to help monitor and manage risk within the business. Works with portfolio managers in support of portfolio construction and provides an independent view of portfolio risk.
We are currently seeking talented Lead Investment Quantitative Analyst for our San Antonio, TX facility.
- Develops, analyzes, and monitors internal models, quantitative methods, and analytics to enhance investment decision making and to support the 3rd Party Distribution team, risk management and/or regulatory compliance related initiatives as it pertains to investments and portfolio management.
- Partners with investment research analysts and portfolio managers to develop models for quantitative strategies while applying a holistic understanding of risk and regulatory compliance to influence business strategies and solutions.
- Leads the monitors and management of investment risk exposures, including business risks related to price movements of securities and/or risks specific to interest rates, currencies, derivatives and other instruments.
- Identifies critical areas to monitor and makes recommendations to mitigate risk
- Leads complex investment research issues, focusing on financial markets and their implications on the portfolio construction and asset allocation strategies
- Provides guidance to more junior staff, and may assist with supervisory responsibility.
- Bachelor's degree in Finance, Economics, Engineering, Physics, Computer Science, Statistics/Probability, Applied Mathematics or other Quantitative discipline or 4 years of related experience beyond the minimum required in lieu of a degree
- Eight years of relevant work experience in quantitative finance, operational risk and control, risk management, or related investment management experience or any combination
- Directly related USAA experience may be substituted at a ratio of 1:2 for experience qualification purposes
- Comprehensive knowledge of investments, portfolio strategies and market characteristics
- Outstanding technical acumen including advanced in Excel VBA Expert in Excel, VBA, Python, R or MATLAB
- Demonstrated ability modeling and applying numerical techniques
- Proficiency with Bloomberg, FactSet, CapIQ
*Qualifications may warrant placement in a different job level.*
When you apply for this position, you will be required to answer some initial questions. This will take approximately 5 minutes. Once you begin the questions you will not be able to finish them at a later time and you will not be able to change your responses.
CFA or FRM
The above description reflects the details considered necessary to describe the principal functions of the job and should not be construed as a detailed description of all the work requirements that may be performed in the job.
At USAA our employees enjoy one of the best benefits packages in the business, including a flexible business casual or casual dress environment, comprehensive medical, dental and vision plans, along with wellness and wealth building programs. Additionally, our career path planning and continuing education will assist you with your professional goals.
USAA also offers a variety of on-site services and conveniences to help you manage your work and personal life, including seven cafeterias, two company stores and three fitness centers.
Relocation assistance is available for this position.