Quantitative Investment Analyst - Multi Asset

Baltimore, Maryland (US)
Commensurate with experience
Feb 26, 2018
Mar 28, 2018
Industry Sector
Asset Management
Employment Type
Full Time

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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