Quantitative Research Analyst - Multi Asset Solutions

Franklin Templeton Investments
San Mateo, CA, USA
Apr 05, 2018
Apr 08, 2018
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
At Franklin Templeton Investments, we are dedicated to delivering strong results and exceptional service to clients, team members and business partners. Over 9,000 employees working in 60 offices around the world are dedicated to servicing investment solutions for our clients in more than 150 countries. For over 65 years, our success has been a direct result of the talent, skills and persistence of our people, and we are looking for a Quantitative Research Analyst to join our team Multi-Asset Solutions team based in San Mateo, California.

About the Role:

The Quantitative Strategies team seeks to recruit an analyst with quant/programming experience to join the team. The Quantitative Strategies team is involved in researching and developing quantitatively managed smart beta equity portfolios and Volatility management solutions (for custom multi-asset portfolios and fixed index annuities for insurance companies). The individual will be working to refine, enhance and scale our current data acquisition and analysis methods. The individual will work on researching, designing, and enhancing systems that support the investment and research process of the Quantitative Strategies team - primarily for Smart Beta and Volatility management. In addition, the candidate is expected to conduct topical research to support the research and investment process for different strategies.

The team supports the research activities of Investment Strategy Research Committee (ISRC) teams within FT Multi Asset Solutions and helps in developing views that are reflected in multi asset portfolios managed by the group. The team also uses a systematic framework to develop CME's (Capital Market Expectations) for different asset classes. The team uses a systematic optimization process based on CME's, macroeconomic data, and other indicators to develop Smart Asset Allocation recommendations for clients/potential clients. These recommendations influence portfolios that take active investment positions in stock market indices, government bonds, commodities, and the currencies of the developed and emerging markets.

Major Responsibilities:
  • Design solutions and the management of data processes for research systems and implementation of investment models geared to quantitative equities and/or multi asset portfolios and/or Volatility management
  • Build various quantitative investment models, including: equity, smart beta, asset allocation models, etc.
  • Work with other technology professionals both externally and internally
  • Work with other investment management professionals to continuously enhance existing quant models and data processing for improved quality and efficiency.
  • Take ownership of the group's smart beta quantitative processes and leveraging the output for various stake holders. Helping in providing thought leadership in this space.
  • Work on conducting and delivering top notch research projects with applications to quantitative strategies

Absolute Requirements:

  • Bachelor's degree in Computer Science or related field. Master's degree in Finance, Economics, Statistics, Financial Engineering, MFE highly preferred.
  • 2+ years of experience working on / building quantitative equity models/multi-asset models; experience with factor research, portfolio construction, systematic models
  • Experience with Python, R, Matlab, SAS. Knowledge of MS Azure and Hadoop is a plus
  • Experience with back testing for quantitative strategies
  • Experience in equities, fixed income and/or multi-asset strategies quantitative modeling
Other Requirements:
  • CFA/CAIA are a plus.
  • Excellent communication skills to help communicate research output to senior management and clients
  • Strong experience in relational database design and implementation and familiarity with time series databases.
  • Strong experience in designing and building cross-platform data solutions
  • Ability to access and program large datasets and conduct research.
  • Experience with data providers like Compustat, IBES, Datastream, Bloomberg etc.
  • Experience with using Factset and Barra in implementing stock selection models.
Critical Competencies:
  • Intellectual persistence to tackle hard problems and develop insights from multiple angles.
  • Self-starter with experience in designing, creating and presenting research and following research of others.
  • Excellent problem solving and analytical thinking skills a must
  • Ability to code technical solutions on the fly under stressful conditions
  • Ability to work well in a collaborative environment
  • Solid verbal and written communication skills.
What makes Franklin Templeton Investments unique?

In addition to the dynamic and professional environment at Franklin Templeton, we strive to ensure that our employees have access to a competitive and valuable set of Total Rewards -the mix of both monetary and non-monetary rewards provided to you in recognition for your time, talents, efforts, and results.

Highlights of our benefits include:
  • Three weeks paid time off the first year
  • Medical, dental and vision insurance
  • 401(k) Retirement Plan with 75% company match, up to the IRS limits
  • Employee Stock Investment Program
  • Tuition Assistance Program
  • Purchase of company funds with no sales charge
  • Onsite fitness center and recreation center
  • Onsite cafeteria
We believe that being a good corporate citizen is good business. To us, corporate citizenship means being accountable, serving our clients, being an employer of choice, managing our environmental impact, and supporting our communities . An emphasis on corporate citizenship is embedded in our culture and values , and is an important element of how we achieve success.

We are also committed to your learning and development with resources focused around Experience, Exposure, and Education, to help you achieve your professional development goals. Take some time to, meet some of our people , and see what it means to say, "I AM Franklin Templeton".

Franklin Templeton Investments is an Equal Opportunity Employer. We invite you to visit us at http://www.franklintempletoncareers.com/ to learn more about our company and our career opportunities.


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