Senior Quantitative Research Analyst
Senior Quantitative Research Analyst
Wilmington Trust Investment Advisors
The Quantitative Research & Asset Allocation Team is part of the Asset Management Group (IMG) and is located on the Fixed Income and Equity trading floors. The Quantitative Research Team is responsible for providing concrete and hands-on solutions to the investment process and risk management by employing quantitative and analytic methods that measure up to both intellectual rigor and pragmatic sense.
We are looking for a self-motivated, output-oriented individual with strong technical skills who is driven by an intellectual curiosity to understand the complexities of financial markets, pays close attention to detail and possesses a strong sense for resourcefulness and practicality. The individual will have the opportunity to be part of high-level meetings with senior members of Asset Management and have a direct impact on the company’s strategy and success.
Duties and Responsibilities:
• Provides analytical support to portfolio managers, traders, and risk managers on the risk, return and transaction cost/market impact of investment portfolios and strategies in fixed income, equity and other asset classes.
• Participates in quantitative research projects under the guidance of senior researchers that support investment decision processes, utilizing quantitative skills, such as time series regressions, simulation, and data visualization techniques.
• Develops and prototypes effective tools using technology including Matlab, R, Excel VBA and SQL, and risk management that provides value to the investment processes.
• Creates reports and surveillance packages for daily usage on market color, investment return and risk, employing proprietary analytics that serve as an important input for investment decision making.
• Assists in the development of the data infrastructure for investment management, including market, portfolio and analytics data and other data. Looks for alternative and new sources of data and ensures the cleanliness and accuracy of data.
• Undertakes a variety of ad hoc analytical projects as needed to support risk and investment management.
May have supervisory responsibility for junior Research Analysts.
Basic Qualifications Required:
Bachelor’s degree in a quantitative major such as Finance, Economics or Mathematics, or in lieu of degree four years relevant work experience, plus a minimum of five years of professional experience.
Strong fixed income and rates experience
Proficient in use of modeling and valuation techniques.
Thorough knowledge of software applications used by department.
Strong analytical ability with the ability to communicate complex subject matter in an understandable way.
Strong interpersonal skills with the ability to interact with all levels of internal and external contacts.
Ability to act in a team lead capacity.
Prioritize and ability to make decisions in the face of uncertainty.
Ideal Qualifications Preferred:
Working knowledge of asset pricing models, multi-stage optimization a plus
Exposure to factor investing a plus
Some exposure and experience in developing appropriate asset liability models a big plus
CFA designation and/or MBA
5 years of investment research experience
Advanced degree (Masters and / or Ph.D. degree) preferred.
• CFA/FRM strongly preferred.
• Strong technical and analytical skills a must.
• Working experience in and good understanding of capital markets and investment concepts preferred.
• Excellent interpersonal and communication skills.
• Self-motivated with intellectual curiosity. Great team player with the ability to work independent
• Proficiency in computer programming, such as Matlab, R, Python, SQL, VBA,
At M&T, we strive to be the best place our employees ever work, the best bank our customers ever do business with and the best investment our shareholders ever make. So when looking to advance your career, look to M&T. As a top 20 US bank holding company and one of the best performing regional banks in the country, we offer a wide range of performance based career development opportunities for talented professionals. And through our longstanding tradition of careful, conservative and consistent management and a strong commitment to the communities we serve, we continue to grow with a focus on the future.
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