Associate Analyst – Quantitative Solutions

Imea; New York (NY); Hybrid; USD 120,000 - 150,000; Full time

Job summary

Imea is seeking an Associate Analyst to support the Quant Solutions franchise by partnering with Portfolio Managers and senior investment professionals in designing, analyzing, and enhancing quantitative investment strategies. The role blends rigorous research with practical portfolio application in a dynamic asset management setting.

You will research and refine factor-based, systematic, and hybrid approaches, back‑test signals, monitor risk, and develop tools and dashboards to assist

Qualifications

• Bachelor’s degree in quantitative disciplines such as Mathematics, Statistics, Engineering, Economics, Finance or Physics.
• Master’s degree in Financial Engineering or related field, or 1–3 years of relevant experience.
• Strong quantitative skills with understanding of markets and portfolio construction.
• Programming experience in SQL/Python for data analysis and modeling.
• Ability to explain complex quantitative ideas clearly to diverse audiences.
• Attention to detail and ability to manage multiple priorities.

Responsibilities

• Research and refine quantitative investment strategies with PMs.
• Perform empirical analysis, statistics and back‑testing of signals and risk models.
• Develop quantitative solutions aligned to client objectives and constraints.
• Implement strategies in live portfolios, including translation of signals and rebalancing.
• Monitor performance, factor exposures and drivers of returns.
• Ensure accurate, philosophy-aligned implementation.
• Create tools, models and dashboards to support decisions.
• Collaborate with tech, data and operations to improve automation.

Skills

Quantitative analysis

Statistical methods

Back-testing

Communication of complex concepts

Multi-tasking

Pragmatic mindset

Education

Bachelor’s degree in quantitative discipline

Master’s degree or 1–3 years experience

Tools

SQL

Python

Job description

Your opportunity

The Associate Analyst will support the Quant Solutions franchise by partnering closely with Portfolio Managers and senior investment professionals in the design, analysis, implementation, and ongoing enhancement of quantitative investment strategies and solutions. The role combines rigorous quantitative research with practical portfolio application and is well suited to a candidate seeking to build a long‑term career in systematic and quantitative investing within an active asset management environment.

Quantitative Research & Strategy Development

• Support Portfolio Managers in the research, development, and refinement of quantitative investment strategies, including factor‑based, systematic, and hybrid approaches
• Conduct empirical research, statistical analysis, and back‑testing to evaluate investment signals, portfolio construction techniques, and risk frameworks
• Assist in the development of new quantitative solutions aligned to client objectives, benchmarks, and risk constraints

Implementation & Portfolio Support

• Support Portfolio Managers in the implementation of quantitative strategies into live portfolios, including signal translation, portfolio construction, and rebalancing processes
• Monitor portfolio performance, factor exposures, and risk characteristics; analyze drivers or returns and deviations from expectations
• Help ensure strategies are implemented consistently, accurately, and in line with stated investment philosophies

Data, Tools & Analytics

• Work with large financial datasets to support research and production processes, including data validation and maintenance
• Develop and maintain tools, models, and dashboards to support ongoing investment decision‑making and strategy monitoring
• Collaborate with technology, data, and operations teams to improve automation, robustness, and scalability of quant processes

Collaboration & Communication

• Prepare clear, concise research outputs and materials for internal investment discussions and reviews
• Contribute to client‑facing materials, presentations, and written content in partnership with Portfolio Managers and Distribution teams, as required
• Work closely with colleagues across Quant, Research, Risk, Trading, and Product to support an integrated investment platform

What to expect when you join our firm

• Hybrid working and reasonable accommodations
• Generous Holiday policies
• Paid volunteer time to step away from your desk and into the community
• Support to grow through professional development courses, tuition/qualification reimbursement and more
• Maternal/paternal leave benefits and family services
• Complimentary subscription to Headspace – the mindfulness app
• Corporate membership to ClassPass and other health and well‑being benefits
• Unique employee events and programs including a 14er challenge
• Complimentary beverages, snacks and all employee Happy Hours

Must have skills

• Bachelor’s degree (or higher) in a quantitative discipline such as Mathematics, Statistics, Engineering, Computer Science, Economics, Finance or Physics
• Master’s degree in Financial Engineering or a related discipline, or 1–3 years of relevant professional experience
• Strong quantitative and analytical skills with a solid understanding of financial markets, and portfolio construction concepts
• Programming experience in SQL/Python; familiarity with libraries used for data analysis, statistics and financial modeling
• Ability to communicate complex quantitative concepts clearly to both technical and non‑technical audiences
• High attention to detail, strong intellectual curiosity, and the ability to manage multiple priorities in a fast‑paced environment
• Pragmatic mindset with ability to balance academic rigour and real‑world investment application
• Strong work ethic and commitment to delivering high‑quality, investment‑relevant insights

Nice to have skills

• Masters or Doctoral degree in a quantitative or analytical field e.g. Mathematics, Computer Science, or Financial Engineering
• Exposure to systematic strategies, factor investing, risk models, or performance attribution
• Progress toward or completion of progressional qualifications such as CFA, or advanced quantitative certifications

Investment areas

• Has responsibility for supporting portfolios that are covered by the Quant Solutions team

Potential for growth

• Mentoring
• Leadership development programs
• Regular training
• Career development services
• Continuing education courses

Compensation information

The base salary range for this position is $120,000-$150,000. This range is estimated for this role. Actual pay may be different. This position will be open through until April 30, 2026.

Tagged as: Hybrid