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Quantitative Research Analyst, Structured Equity
Our client is a highly-regarded investment management firm, employing over 120 employees with nearly $30 billion in assets under management. Spanning both traditional and alternative asset classes, the firm’s broad product offering includes global investment strategies that combine valuation and risk control disciplines to produce risk-efficient excess returns that satisfy their client’s investment objectives. Products managed include: U.S. Large Cap, Mid Cap, Small Cap, EAFE, and Emerging Markets equities. The firm’s global fixed income products cover U.S. International and Emerging Markets. Our client also invests in private market assets, including private equity and real estate, and provides global asset allocation strategies. They apply systematic, valuation sensitive approaches to achieve superior investment performance consistent with its clients’ objectives.
The Quantitative Research Analyst, Structured Equity will report to the Head of Structured Equities.
Primary responsibilities include:
- Researching enhancements to quantitative strategies.
- Identifying, evaluating and implementing enhancements to existing quantitative models. This will involve conducting extensive statistical / econometric modeling and back-tests.
- Independently identifying, researching, and modeling new quantitative signals useful for stock-selection in quantitatively driven equity portfolios.
- Conducting research and analysis on other investment topics such as portfolio construction and attribution.
- In addition, this position may require the individual to assist with presentations for marketing and senior management.
The successful candidate will be a passionate investment professional with demonstrated technical competency in equity investing. Additional qualifications include:
- 5 – 6 years of experience as a Quantitative Equity Research Analyst, conducting empirical research in equities with large financial datasets.
- Minimum: Masters level education in finance / accounting (Ph.D. preferred)
- Fundamental perspective: Training in investments, capital markets, and experience in company/security analysis. Needs to be well versed in financial statement analysis.
- Significant experience in conducting empirical research and using large financial datasets and vendor software including: Compustat, Worldscope, IBES, Market QA, Factset, Barra Risk Model data. Research experience with alternative data sources a plus.
- Demonstrated strong quantitative skills – econometric modeling experience with SAS, MATLAB, etc. and hands-on experience handling / analyzing securities data.
- Demonstrated strong problem-solving skills: Successful portfolio optimizations / simulations require the ability to apply judgment in evaluating the reasonableness of portfolio solutions.
- Demonstrated multitasking ability and attention to detail.
- Well versed in portfolio construction techniques using commercial optimizers (like MSCI’s Barra Aegis).
- Demonstrated ability to work as a member of a team.
- Excellent communication skills.
Phil Uranga, Director
917 336 0738