Quantitative Research Associate

United States
Up to 70,000 per year
Oct 05, 2017
Nov 04, 2017
Industry Sector
Asset Management
Employment Type

The Quantitative Research Associate performs portfolio management-supporting quantitative analysis on a wide range of topics including, but not limited to, portfolio construction, risk management and strategy/factor research, using advanced statistical and computational techniques.

Main Responsibilities:

  • Contribute to the development or enhancement of systematic alternative beta strategies in Equities, Rates, Commodities, FX, or Volatility spaces. Successful contributors will have a positive impact on the overall development cycle from idea generation (through literature review, sensible empirical investigation), to research dataset building (bottom-up and top-down information) and strategy design, testing and documentation.
  • Develop and/or enhance internal portfolio management analytics and systems supporting key phases of the investment process, including portfolio construction and portfolio performance attribution.
  • Source novel external risk premia offering, perform due diligence and issue documented recommendations on factors identified as potentially additive
  • Support client-driven custom projects/advisory missions

Desired Qualifications/Attributes:

  • Strong quantitative and analytical skills (graduate-level course involving advanced quantitative modeling)
  • Extensive programing experience with one or several major statistical packages (Matlab, R, Python)
  • Working Experience manipulating large historical of financial/macro-economic databases/datasets (SQL experience preferred)
  • Working knowledge of industry-leading investment risk management platform (RiskMetrics, Barra, Axioma)
  • Excellent verbal and written communication skills
  • High degree of judgment, initiative, and ability to work independently
  • Commitment to core team values:  honesty, respect, execution