My client, a global investment manager is looking for a skilled Quantitative Research Analyst to join the Asset Allocation team. This role provides a unique opportunity to contribute to all aspects of the asset allocation investment process. You’ll focus on our asset class forecasts, quantitative risk assessment, and systematic tools used to monitor markets and portfolios. This role offers exposure to diverse investment teams and opportunities for growth.
What You’ll Do:
- Lead asset class forecasts and factor timing models.
- Drive systematic model enhancements for reliable data and analytics.
- Collaborate on model improvements and quantitative frameworks.
- Assist portfolio managers with data and research inquiries.
- Identify tech-driven enhancements for investment workflows.
- Contribute to migrating production models from Matlab to Python.
- Support firm-wide research platform and data analytics development.
- Master’s degree in quantitative disciplines or equivalent experience.
- 1-3 years of investment industry experience or relevant coursework.
- Interest in asset allocation and factor research.
- Proficiency in Python; Matlab and SQL familiarity.
- Statistical modeling expertise, particularly time-series analysis.
- Strong problem-solving and analytical skills.
- Effective communication with diverse investment professionals.
- Thrives in a collaborative, team-oriented environment.
- Self-awareness and adaptability.
If you’re proactive, curious, and seek growth, this role is a great fit!