Hybrid Quantitative Investment Analyst: Data Science & ML

Intact Insurance Group; Plymouth (MN); Hybrid; USD 86,000 - 100,000; Full time

Benefits offered by this job

Medical, dental and vision insurance

401(k) with up to 12% contributions

Paid time off

Job summary

Intact Insurance Specialty Solutions is hiring a Quantitative Investment Analyst in Plymouth, MN on a hybrid schedule. You’ll support the IIM-US team with data science, model development and production-ready analytics to aid investment decisions.

You will work on large data sets, develop signals across rates, credit, and sectors, and collaborate with portfolio managers and leadership to improve risk-adjusted returns.

Qualifications

• Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field.
• 1-3 years of experience in a quantitative investing, research, or financial data science role.
• Experience writing code, including Python (required), C# and SQL (preferred).

Responsibilities

• Source, clean and validate large datasets including market data, fundamental security level data, macroeconomic data, and alternative data sources.
• Quantitative Research & Modelling: research, develop and test quantitative investment signals across rates, credit, sector allocation using statistical and machine learning techniques.
• Portfolio and Risk Support: Development of data sets, models and tools to support portfolio construction by analyzing downside risks, scenario testing, stress testing, time-series and tracking error.
• Implementation and Production: Development of production-ready tools and workflows. Monitor performance, making changes/updates and evaluating performance versus expectations. Improve automation, reliability, scalability of quantitative analytics and reporting. Deploy models into scalable production environments leveraging automated workflows.
• Collaboration and Communication: Communicate quantitative insights clearly to portfolio managers, investment leadership and Intact investment leadership.
• Establish best practices for data infrastructure, quantitative tools and process and machine learning.
• Model Governance: Establish and maintain best practices for model validation, documentation, and reproducibility.
• The expertise you bring

Skills

Time-series analysis

Statistics

Fixed income concepts

Education

Bachelor's degree in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field

Tools

Python

C#

SQL

Job description

Intact Insurance Specialty Solutions is hiring a Quantitative Investment Analyst in Plymouth, MN on a hybrid schedule. You’ll support the IIM-US team with data science, model development and production-ready analytics to aid investment decisions.

You will work on large data sets, develop signals across rates, credit, and sectors, and collaborate with portfolio managers and leadership to improve risk-adjusted returns.