Quantitative Analyst - Multi Asset
This is as excellent opportunity to be part of a 3 person team within Multi-Asset Research. The team is focussed on supporting the Multi-Asset research (SIGMA) process. This includes managing the research platform, developing asset allocation models and producing research notes for both internal and external clients.
• Working with MA investor to build and automate all asset allocation models
• Manage the Quant Data Warehouse (QDW) that drives all asset allocation models. Includes responsibility for -
o the daily process and undertaking data validation for data in QDW
o management of new and existing indices in QDW
o QDW visualisation and search tools
• Working on Multi-Asset research notes on quantitative topics including asset allocation, portfolio construction and risk modelling
• Maintaining the Multi-Asset Research team's intranet site - specifically responsible for keeping model output and research publications updated on the intranet
• Organising Multi-Asset research publications and Multi-Asset research meeting management.
• Advanced Degree in Finance or CFA (or equivalent)
• Proficient in programming - Matlab or Python
• Familiarity with analysis of market and macro-economic time series data
• Familiarity with SQL
• Familiarity with Bloomberg and DataStream
• Familiarity Tableau