Quantitative Analyst - Investment Analytics

Location
Chicago, Illinois
Salary
Commensurate with experience
Posted
Nov 24, 2020
Closes
Dec 24, 2020
Industry Sector
Asset Management
Employment Type
Full Time
Education
Bachelors

Overview LGIMA’s Investment Analytics team is responsible for providing market-leading analytics for the firm’s suite of investment solutions. This role encompasses areas such as risk and performance attribution model development, custom portfolio/benchmark construction design and reporting tool development. The team partners with Client Solutions, Portfolio Management, Data Management and Technology to deliver on our goals. Our focus on scalability, quality and sophistication of analytics is essential to supporting LGIMA’s objective of providing a superior and bespoke client experience.

Responsibilities

  • Develop quantitative models in partnership with Client Solutions Strategists and Portfolio Managers for portfolio design and internal analysis.
  • Partner and lead portfolio and benchmark construction research with portfolio management and client solutions teams.
  • Develop reporting tool and automation solutions to assist in the communication of the firm’s custom solutions.

Qualifications

  • Undergraduate degree in a quantitative field. Advanced degree and/or CFA desired.
  • Strong quantitative, analytical and problem-solving skills along with a high attention to detail and accuracy.
  • 1-3 years of quantitative portfolio construction, risk analytics development or related experience.
  • Fluency in one or more of the following: Python, Matlab, C#, SQL.
  • Solid understanding of portfolio construction, fixed income, derivatives and LDI concepts.
  • Knowledge of common market data vendors desired. Intuitive and intellectually curious; ability to identify themes within data sets.
  • Demonstrated organizational and project management skills; ability to multi-task and to manage complex assignments.
  • Self-confidence; ability to function as both a self-starter and a team player.
  • Excellent verbal and written communications skills, with the ability to interact with all levels of LGIMA management as well as colleagues in global offices.
  • Highly proactive and energetic focus toward client service; ability to consistently meet all internal/external deadlines.
  • Strong individual initiative with the ability to take a proactive approach to assigned projects and new team initiatives.
  • Flexibility; ability to adapt to growth and change

As an EOE employer, Legal & General Investment Management America will extend equal opportunity to all employees and applicants for employment without regard to race, color, religion, gender, sexual orientation, gender identity, ancestry, national origin, age, disability, medical condition, genetic information, marital status, pregnancy, military status, and/or any other characteristic protected under applicable federal, state or local laws governing nondiscrimination in employment.