Quant Investment Research, Portfolio Construction & Analytics | Multi-Asset

Bruin; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

Bruin seeks an experienced investment professional to join its Multi-Asset Strategies team in New York. The role sits at the intersection of research, analytics, and portfolio construction, developing models to inform thought leadership, client advice, and multi-asset mandates.

The ideal candidate combines strong investment judgment with quantitative skills, contributing to asset allocation, risk management, and innovative portfolio construction approaches for institutional clients.

Qualifications

• 6+ years of experience in quantitative investment research, asset allocation, risk management, and/or portfolio construction.

Responsibilities

• Developing original research on asset allocation, portfolio construction, relative value, and other strategic topics.
• Building and enhancing proprietary models and analytic tools for client analysis and multi-asset portfolio management.
• Developing innovative approaches to portfolio construction, asset allocation, and asset/liability modelling.
• Creating tailored asset allocation analyses for institutional clients, including investment proposals and ongoing management.
• Refreshing Capital Market Assumptions and updating methodologies over time.
• Collaborating with quant and research teams to integrate insights into research and portfolio construction work.
• Communicating research and investment insights through thought leadership and client discussions.

Skills

Python

Quantitative analysis

Financial modelling

Excel

PowerPoint

Education

Bachelor's degree in quantitative discipline (economics/finance/math/CS/engineering)

Tools

MSCI RiskMetrics

Barra

Bloomberg PORT

FactSet

Job description

Our client, a leading global alternative investment firm is seeking an experienced individual to join its Multi-Asset Strategies team focused on Research, Analytics and Portfolio Construction. The role sits at the intersection of investment research, quantitative analysis, and portfolio management, with a focus on developing research and proprietary models that inform the firm's thought leadership, client advice, and multi-asset investment mandates. The ideal candidate will combine strong investment judgment and quantitative skills with a practical, creative approach to asset allocation and portfolio construction.

Responsibilities

• Developing original research on asset allocation, portfolio construction, relative value, and other strategic portfolio management topics
• Building and enhancing proprietary models and analytical tools used for client analysis and multi-asset portfolio management
• Developing innovative approaches to portfolio construction, asset allocation, and asset/liability modelling
• Developing tailored asset allocation and portfolio construction analyses for institutional clients, including investment proposals and ongoing portfolio management
• Enhancing and periodically refreshing the firm's Capital Market Assumptions, including improving methodologies, expanding asset class coverage, and updating assumptions over time
• Partnering with quant and research teams across the firm to incorporate the firm's insights and capabilities into the Multi-Asset Strategies team's research and portfolio construction work
• Partnering closely with fundraising and other senior internal stakeholders on client engagements
• Communicating research and investment insights through thought leadership, client presentations, and discussions with senior internal stakeholders

Experience

• 6+ years of experience at an asset management firm, with direct involvement in quantitative investment research, asset allocation, risk management, and/or portfolio construction
• Knowledge of investing fundamentals across a wide range of asset classes, ideally including private markets
• Advanced Python programming for quantitative analysis and financial modelling, and strong proficiency in Microsoft Office (Excel and PowerPoint)
• Experience addressing institutional portfolio management challenges through quantitative analysis and original research
• Thorough understanding of economics, financial theory, portfolio theory, liability modelling, optimization, and other portfolio construction techniques
• Knowledge of risk systems such as MSCI RiskMetrics, Barra, Bloomberg PORT, or FactSet a plus
• Strong interpersonal and partnership skills, including the ability to collaborate effectively with a diverse range of stakeholders
• Effective written and verbal communication skills, including the ability to translate complex analysis into clear investment conclusions
• Creative and adaptive thinker with strong analytical judgment and attention to detail
• Strong academic credentials, with a degree in a quantitative discipline such as economics, finance, computer science, mathematics, statistics, engineering, or a related field