Quantitative Investment Analyst - Multi Asset

Location
Baltimore, Maryland (US)
Salary
Commensurate with experience
Posted
Feb 26, 2018
Closes
Mar 28, 2018
Industry Sector
Asset Management
Employment Type
Full Time
Education
Bachelors

The Analyst will conduct applied, investment-oriented quantitative analysis to support the investment activities of a group that collectively manages $250bn across a growing range of multi-asset mandates globally.  The position resides in a dedicated Quantitative Multi-Asset Research Group at T Rowe Price, which provides a collaborative, solution oriented environment for quantitative researchers from a variety of backgrounds. The highly interactive and thorough investment process at T.Rowe Price leads us to put a premium on intellectual agility and honesty, tolerance for ambiguity, a collaborative demeanor, a high degree of pragmatism, and a constructive attitude towards change.

Specifically, this position would contribute to our asset class level factor investing program, focusing on so-called risk or style premia within and across asset classes.  The strategy forms part of a suite of overlay strategies that are employed either as an enhancements to other multi asset solutions or on a standalone basis.  Some examples of areas that this individual would tackle include:

  • Reviewing academic and practitioner research related to multi asset factors, as well as replicating key results
  • Contributing to the broader research process by helping to define or refine, select, and implement investment signals from multi-asset factors
  • Contributing to the broader investment process by helping to design and implement multi-asset portfolios based on factor signals, including operational responsibilities
  • Given the collaborative nature and broad mandate of the team, selectively leading or contributing to other multi-asset research or systematic investing initiatives

Minimum requirements:

  • A graduate degree in a quantitative discipline, either in economics or (quantitative) finance, or in the natural sciences or engineering
  • A strong foundation in applied empirical analysis (experimental work in natural sciences, statistics, econometrics, data science)
  • Strong programming skills and the ability to operate in R and SQL
  • Some prior experience in capital markets and investment topics, either through work experience or educational background
  • The ability to work effectively in a thoughtful, collaborative team environment
  • Strong communication skills, being able to interface effectively with bright quantitative colleagues as well as non-technical audiences

The ideal candidate would additionally bring some of the following:

  • Several years of prior investing experience
  • A Ph.D. in one of the disciplines listed above
  • Prior experience in systematic, multi-asset risk or style premium investing
  • Evidence of independent research in the are of multi asset style or risk premia
  • Advanced proficiency in R and SQL
  • Proficiency with the git version control system
  • CFA certification

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