Quantitative Analyst

Employer
Legato Capital Management
Location
San Francisco, California
Salary
Depending on experience
Posted
May 07, 2019
Closes
Jun 06, 2019
Ref
Quantitative Analyst - San Francisco
Industry Sector
Asset Management
Employment Type
Full Time
Education
Bachelors

OVERVIEW

Legato Capital Management LLC develops multi-manager equity portfolios over a broad range of domestic and international benchmarks, and full range of cap sizes. Our Conviction Ranking process is designed to integrate manager selection, asset allocation and risk management to deliver portfolios that seek to achieve consistent alpha, while reducing risk. Legato focuses exclusively on providing asset management and industry-leading client service to some of the largest institutions globally. Legato Capital Management, LLC is an SEC Registered Investment Advisor and is 100% employee owned.

Position Summary

The Quantitative Analyst measures correctly, analyzes thoroughly, and communicates clearly exposure levels and allocation risks to the Chief Compliance Officer. This position requires a strong quantitative background with accountability in the areas of financial due diligence, asset allocation and analysis, performance measurement, data analysis, risk management, economic analysis, and asset allocation. Promoting Legato’s core values and mission are critical components of this role.

Essential Duties and Responsibilities

This job description is not designed to cover or contain a comprehensive listing of activities, duties or responsibilities that are required for this position. Duties, responsibilities, and activities may change in order to meet the needs of the firm.

The essential functions include, but are not limited to the following:

Defining the appropriate risk and factoring model methods.

Analysis of the existing and historical asset allocation and performance data.

New fund/product development analysis.

Reviewing daily and monthly portfolio performance.

Analyzing investment manager’s portfolios, firm composites and client portfolios.

Responsible for integrity of data provided to third parties, including clients, prospects and consultants.

Responsibility for organization and maintenance of proprietary list of strategies, and manager hiring/termination statistics.

Daily operational issues related to trading, compliance, and transitions.

Participant in the ongoing development and refinement of the firm’s analytical tools.

Preparation of exhibits and other presentation materials for the investment team meetings.

Learn and maintain in-house reporting systems.

Performing other work-related duties as assigned.

Minimum Qualifications (Knowledge, Skills, and Abilities)

Bachelor’s Degree with emphasis in mathematics, computer science and/or related field required.

A strong understanding of disciplined investment processes both quantitative and qualitative, compliance, client reporting and operations.

A minimum of 3-5 years of business experience at investment management or industry-related organizations.

Familiarity with Axioma, and Factset.

Exceptional verbal and written communication skills.

Desire to grow and learn in an ever-changing environment.

A self-starter with strong organizational skills, capable of consistently meeting deadlines. 

Must be comfortable working in a small entrepreneurial environment where all employees regularly assist others in helping carry out the firm’s mission. 

Significant experience in the manager-of-managers investment universe is a plus.

Familiarity with databases, software development and project management are highly desirable.

Must be eligible to work in the US without sponsorship or restriction now and in the future.

BENEFITS

Medical - 85% contribution of employee’s premium and 75% of their dependents’ premiums

Dental and Vision - 100% employer paid for employees and their dependents

Term Life Insurance, STD and LTD - 100% employer paid for employees

Safe Harbor 401k

Employer paid time off: sick time, vacation time, parental leave, and sabbatical leave

Employer paid commuter benefits

Education opportunities

Team meetings and fun events

EQUAL OPPORTUNITY

Legato Capital Management, LLC is committed to creating a diverse environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.