Quantitative Analyst

DoubleLine; Los Angeles (CA); On-site; USD 90,000 - 110,000; Full time

Benefits offered by this job

Comprehensive benefits package

Annual discretionary bonus

Job summary

A leading investment management company in Los Angeles is seeking a Quantitative Analyst to contribute to internal risk systems and portfolio monitoring tools. The role involves collaborating with analysts and portfolio managers to provide clear analysis and support investment strategies. Candidates should have strong quantitative research skills and experience managing large datasets.

Qualifications

• Bachelor’s degree required; advanced degree preferred.
• Strong programming skills in Python, R, MatLab or VBA.
• Solid understanding of risk management and analytical skills.

Responsibilities

• Develop and maintain analytical solutions for large data sets.
• Manage and improve the fund’s infrastructure for portfolio and risk management.
• Support portfolio managers with research across multiple investment markets.

Skills

Risk Management

Data Analysis

Analytical Skills

Python

R

MatLab

VBA

Education

Bachelor’s Degree

Advanced Degree in Quantitative Discipline

Job description

Job Details

Level: Entry

Job Location: Los Angeles, CA - Los Angeles, CA

Education Level: Graduate Degree

Salary Range: Undisclosed

Description

The Quantitative Analyst will work in collaboration with analysts, traders and portfolio managers in a fast-paced environment. They will be a significant contributor to internal risk systems and portfolio monitoring tools by supporting the investment teams. The Quantitative Analyst will present analysis to the investment team in a clear and concise manner. The ideal candidate should have a strong passion for quantitative research and insight generation.

Job Functions

• Develop and maintain analytical solutions to scrutinize large data sets
• Manage and improve the fund’s infrastructure, including tools for portfolio and risk management, counterparty exposures and market analysis
• Conduct surveillance of investment positions and track evolving risk factors
• Support portfolio managers by carrying out top-down and bottom-up research across multiple investment markets

Qualifications

• Bachelor’s degree required
• Advanced degree in a quantitative discipline preferred
• Solid understanding of risk management, [sensitivities (greeks), VaR, and stress-testing/scenario analysis]
• Strong programming skills in Python, R, MatLab or VBA; knowledge about C++/C# is a plus
• Experience working with large datasets/databases
• Excellent analytical skills and empirical research experience
• Ability to prioritize time and tasks effectively and meet deadlines
• Ability to present analysis clearly and effectively

Base Salary Range

The estimated base salary range for this position is $90,000 – 110,000. In addition to base salary, this position is eligible for an annual discretionary bonus, plus a comprehensive benefits package.