Job Description :
Multi-Asset Investment Manager is looking for a quantitative analyst with experience designing, building, and implementing ex-ante risk-based performance attribution models.
Responsibilities :
- The role is part of the firm's Quantitative Research team and develops, builds, enhances, and supports return attribution, risk, portfolio construction, and asset allocation models that generate daily and monthly analysis and reports across both fixed income, structured finance, and equity portfolios.
- The candidate will work closely with investment and risk professionals to design, develop, implement, enhance, and maintain applications, tools, models, and platforms that generate performance and risk analytics
- The candidate will be able to explain and communicate complex investment risk ideas and strategies to a wide audience including technology, risk, and investment professionals
- The candidate will provide rapid response to solve and resolve any problems that may arise from both data input and report generation and be able to explain the results
Requirements :
- Advanced Quantitative Degree (Masters preferred) Engineering, Finance
- 5+ years of relevant investment / portfolio modeling experience
- Superior Matlab and SQL skills
- Nice to Have : scripting programming experience (Python, R)
- Proven ex-ante risk modeling experience with a major financial firm
- Proven risk-based performance attribution modeling experience
- Strong risk modeling design and project management experience
- Must have deep knowledge of return attribution, risk, and asset allocation models and the ability to communicate how these models work and explain the results to a non-quantitative audience
- The firm will look at candidates who have one or more : equity, fixed income, liquidity, and ESG model-building and model analysis experience
- Candidates must be US Citizens and have Permanent Resident status
Base Salary Range : $175,00-$215,000. This represents the presently-anticipated low and high end of the Company’s base salary range for this position.
The actual base salary range may vary based on various factors, including but not limited to location and experience.
Total Direct Compensation : This job is also eligible for discretionary bonus and incentive compensation on an annual basis.
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