Quantitative Analyst

Greenwich, Connecticut (US)
Apr 02, 2018
May 02, 2018
Employment Type
Full Time

The Quantitative Analyst is responsible for enhancing the firm’s investment research and intellectual capital through data analytics, model creation, and risk/performance analysis.  The job holder will conduct original quantitative research by utilizing and enhancing the firm’s proprietary “Q-Score” methodology.  The goal would be to help deliver quantitative insights on ETFs, mutual funds, separately managed accounts, and hedge funds utilized by the CIO Organization, Advisors, and clients of the firm.  The jobholder must be intellectually curious, performance-driven, and committed to producing and communicating high-quality and detail-oriented work on a time-sensitive basis.  The jobholder must have a demonstrable ability to explain complex investment concepts in simple terms. 

The position is based in Greenwich, CT and reports to the Chief Investment Officer.


  • Work under the direction of the Chief Investment Officer to acquire and analyze data for use in manager research and macroeconomic projects.
  • Develop, run and maintain Fieldpoint Private’s “Q-Score” screening process as well as other internal reports for the CIO.  Develop and run new screening techniques for different investment strategy types (ETFs, mutual funds, SMAs, hedge funds).
  • Enhance the firm’s use of risk analysis tools such as MATLAB and Bloomberg for internal and external use.
  • Develop and promote new applications and/or capabilities for systems and tools to advance and support the Fieldpoint Private research process.
  • Back-test investment manager and market statistical factors to support client or prospect requests and other analysis.
  • Create quantitative reports to be included in client presentations and respond to ad-hoc analytical and reporting requests to be used for new client acquisition.  
  • Interpret data and analyze results using statistical techniques.  Develop and enhance reports for both internal management and clients.
  • Participate in cross-organizational projects designed to improve the firm’s analytical methodologies and practices and support the firm’s thought leadership.


  • Bachelor’s degree or master’s degree (statistics, mathematics, finance and economics majors preferred).
  • 2-5-years’ professional experience, specifically in quantitative research within an asset management, sell-side research or another financial services organization.
  • CFA (or working towards).
  • Demonstrable skills in statistical analysis, quantitative model development, data science, and machine learning.
  • Strong technical and programming skills in one or more high level programming languages such MATLAB, Python, VBA, SQL, etc.
  • Working knowledge of Bloomberg, Morningstar Direct, Zephyr, and Access would be a plus.
  • Intellectual curiosity and inquisitiveness.
  • Ability to conduct investment research within a dynamic, team-based culture.
  • Exceptional communication and collaboration skills and an ability to work well with others toward common objectives.
  • Must be well organized with an ability to prioritize effectively.
  • Must have a high degree of comfort with large datasets in a fast-paced environment, while working independently to solve problems.