Quantitative Investment Analyst: Multi-Asset Research – Macro Focus

Location
Baltimore, Maryland (US)
Salary
Commensurate with experience
Posted
May 09, 2019
Closes
Jun 08, 2019
Job Function
Other
Industry Sector
Asset Management
Employment Type
Full Time
Education
Bachelors

The Analyst will conduct applied, investment-oriented quantitative analysis to support the investment activities of a group that collectively manages $250bn across a growing range of multi-asset mandates globally.  The position resides in a dedicated Quantitative Multi-Asset Research Group at T Rowe Price, which provides a collaborative, solution oriented environment for quantitative researchers from a variety of backgrounds. The highly interactive and thorough investment process at T. Rowe Price leads us to put a premium on intellectual agility and honesty, tolerance for ambiguity, a collaborative demeanor, a high degree of pragmatism, and a constructive attitude towards change.

Specifically, this position would contribute to our asset class level factor investing program, with a special focus on the macro drivers of returns within and across asset classes.  These new strategies would form a suite of overlays and signals for both discretionary and systematic strategies, and they would be employed either as an enhancement to other multi asset solutions or on a standalone basis.  Some examples of areas that this individual would tackle include:

  • Reviewing academic and practitioner research related to the macro drivers of returns, as well as replicating key results
  • Advising, curating, and executing collaborative research projects aimed at assessing and harvesting macro-based return enhancements, including the need to manage a multi-person research agenda that involves other researchers and stakeholders
  • Contributing to the broader cross-asset macro investment process by helping to identity the correct signals and relationships that senior investors in the firm should rely on
  • Collaborating on, or selectively leading, other multi-asset research or systematic investing initiatives

Minimum requirements:

  • 3-5 years of relevant investment experience
  • A graduate degree in a quantitative discipline, either in economics or (quantitative) finance, or in the natural sciences or engineering.
  • A solid practical background in macroeconomics
  • A strong foundation in applied empirical analysis (experimental work in natural sciences, statistics, econometrics, data science/machine learning)
  • Strong programming skills and prior experience in working on collaborative programming efforts
  • Some prior experience in capital markets and investment topics, either through work experience or educational background
  • The ability to work effectively in a thoughtful, collaborative team environment
  • Strong communication skills, being able to interface effectively with bright quantitative colleagues as well as non-technical audiences

The ideal candidate would additionally bring some of the following:

  • 5-9 years of prior investing experience
  • A Ph.D. in one of the disciplines listed above
  • Prior experience in systematic, multi-asset risk or style premium investing
  • Advanced proficiency in R, SQL and Git version control. Python and Matlab are a plus.
  • CFA certification preferred but not required

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