Quantitative Investment Analyst, Multi-Asset

Location
Baltimore, Maryland (US)
Salary
Commensurate with experience
Posted
Jun 27, 2022
Closes
Jul 27, 2022
Ref
61322
Employment Type
Full Time
Education
Bachelors

T. Rowe Price’s Multi-Asset Division, which collectively manages 450+ billion across a growing range of mandates globally and provides a collaborative, solution-oriented environment for quantitative researchers from a diverse set of backgrounds. Part of the division is dedicated to Multi-Asset Research and works closely with investors throughout the Multi-Asset Division providing research and analyses in areas such as strategic and tactical asset allocation, portfolio construction and analytics, and model development. Most of the team’s efforts are research and development oriented and project based in nature, requiring the Quantitative Investment Analysts to be generalists who can straddle the different areas of multi-asset research, and to be comfortable with varying degrees of computational rigor across different projects.  The highly interactive and thorough investment process at T. Rowe Price values intellectual agility and honesty, tolerance for ambiguity, a collaborative demeanor, a high degree of pragmatism, and a constructive attitude towards change.

 

 

Role Summary:

T. Rowe Price’s Quantitative Investment Analyst opportunity requires a generalist multi-asset researcher who will conduct applied, investment-oriented quantitative analysis within the Multi-Asset Division at T. Rowe Price. One area of emphasis will be researching strategic asset allocation for Multi-Asset portfolios, including, but not limited to:

  • Contributing to the broader investment process by helping to design or enhance the strategic asset allocation of our multi-asset portfolios
  • Developing new analytical frameworks to enhance portfolio evaluation and/or our portfolio construction process.
  • Contributing towards topical investment analyses to help inform our investment views
  • Reviewing academic and practitioner research related to multi-asset investing, as well as replicating key results 
  • Selectively leading or contributing to other multi-asset research initiatives

 

Minimum requirements:

  • Undergraduate degree in a quantitative discipline, (either in quantitative finance or economics, or in the natural sciences or engineering) AND 3+ years of relevant work experience
  • Experience in capital markets and investment topics, either through work experience or educational background 
  • Strong programming skills in a computational language (R, MATLAB, Python, etc.)
  • A strong foundation in applied empirical analysis (experimental work in natural sciences, statistics, econometrics, data science)
  • Intellectual curiosity and drive to improve capabilities by learning new skills and approaches to problem-solving
  • Comfort with tackling challenges that may initially be unstructured and the flexibility in approach to adjust course as needed
  • Well-developed oral and written communication skills (ability to gauge audience and to distill complicated analytical concepts down to the appropriate level for various audience)
  • The ability to work effectively in a thoughtful, collaborative team environment

 

Preferred Requirements:

  • Graduate degree or PhD in quantitative finance, economics or in the natural sciences or engineering
  • Detailed knowledge of portfolio optimization, risk forecasting methods, factors models and prior experience with Multi-Asset portfolio construction
  • Advanced proficiency in R and SQL
  • Proficiency with the git version control system
  • CFA designation or willingness to pursue CFA designation

FINRA licenses are not required and will not be supported for this role.

Commitment to Diversity, Equity, and Inclusion:

We strive for equity, equality, and opportunity for all associates. When we embrace the power of diversity and create an environment where people can bring their authentic and best selves to work, our firm is stronger, and we create greater value for our clients. Our commitment and inclusive programming aim to lift the experience for each associate and builds allies for our global associate community. We know that a sense of belonging is key not only to your success at the firm, but also to your ability to bring your best each day.

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