Quantitative Investment Analyst

The Position:

The Firm is seeking a quantitative investment analyst in its Chicago office. This person will work with investment and risk professionals across the firm to enhance existing investment strategies and create new products. The candidate should have experience participating in the design and implementation of quantitatively driven investment strategies.

Responsibilities:

• Assist in the creation of quantitative investment portfolios to meet incoming demand for thematic or systematic asset allocation strategies.

• Develop quantitative tools for back testing of systematic investment strategies through various asset classes (including Equity, Commodities, Fixed Income, and Multi-Asset) while considering trading and pricing constraints (including liquidity, trading capacity and turnover limitations).

• Analyze ongoing financial and economic conditions to determine its impact on trading, portfolio performance and portfolio risk management

• Work with the fundamental investment teams to incorporate new data and quantitative techniques into the investment process and screening tools

• Use data analytic tools to visualize and present research results.

The Candidate:

The successful candidate will possess the following:

• 5+ years working in a quantitative role within an Asset Manager, Bank, or Hedge Fund preferred.

• Bachelors or Masters degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field

• Strong programming and system integration skills, SQL and Python preferred

• Experience working with factor models used in portfolio construction and risk management (Bloomberg, Barra, Axioma, etc..)

• Knowledge of portfolio optimization techniques used to target different outcomes (yield, volatility, downside protection) with complex constraints.

• Effective communicator, both oral and written, with ability to present with clarity, precision and conviction

• Experience working with large datasets and data visualization tools (Tableau, Python, R)

• Able to prioritize and work independently on multiple tasks to ensure that complex projects are completed by deadline, with interim review steps incorporated