Quantitative Financial Analyst & Portfolio Strategist (USA)

Truelancer AI; United States; Remote; USD 120,000 - 210,000; Full time

Job summary

Truelancer AI seeks a Quantitative Financial Analyst & Portfolio Strategist to design and optimise multi-asset portfolios, develop pricing and risk models, and manage derivatives strategies. The role emphasizes data-driven investment decisions across asset classes.

Ideal candidates have strong programming skills (Python, R, MATLAB) and experience in risk modelling, capital allocation, and financial engineering. Strong communication is essential.

Qualifications

• Portfolio construction and optimisation experience.
• Quantitative finance models and statistical techniques.
• Derivatives, options, and structured products experience.
• Multi-asset investment strategies knowledge.
• Risk modelling and capital allocation frameworks understanding.
• Financial engineering concepts applications.
• Trading environments and market risk management exposure.
• Insurance capital models familiarity (Solvency II, actuarial).
• Strong programming skills in Python, R, MATLAB.

Responsibilities

• Design and implement portfolio construction and optimisation strategies across multi-asset portfolios.
• Develop and maintain quantitative models for pricing, forecasting, and risk.
• Analyse derivatives and options strategies to enhance portfolio performance.
• Build multi-asset investment frameworks including equities, fixed income, and alternatives.
• Develop risk models for market, credit, liquidity risk and capital allocation.
• Apply financial engineering techniques to structure innovative investment solutions.
• Monitor and manage trading and market risk in real time.
• Contribute to insurance capital models and actuarial-based assessments.
• Collaborate with teams to translate data insights into investment strategies.
• Prepare detailed reports for stakeholders and senior management.

Skills

Portfolio construction & optimisation

Quantitative finance models

Derivatives & options

Multi-asset strategies

Risk modelling & capital allocation

Financial engineering concepts

Trading environments & market risk

Insurance capital models

Programming: Python, R, MATLAB

Analytical & communication skills

Education

Bachelor’s or Master’s in Finance/Math/Statistics/Economics/Engineering

CFA/FRM/Actuarial certifications (preferred)

2-7 years relevant experience

Job description

Job Title: Quantitative Financial Analyst & Portfolio Strategist

About the Role

We are seeking a highly skilled Quantitative Financial Analyst & Portfolio Strategist to join our team. This role focuses on developing advanced quantitative models, optimising portfolio strategies, and driving data-driven investment decisions across multiple asset classes. The ideal candidate will bring strong analytical capabilities, deep financial expertise, and hands-on experience in risk modelling and financial engineering.

Key Responsibilities

• Design and implement portfolio construction and optimisation strategies across multi-asset portfolios

• Develop and maintain quantitative financial models for pricing, forecasting, and risk assessment

• Analyse and manage derivatives and options strategies to enhance portfolio performance

• Build and refine multi-asset investment frameworks including equities, fixed income, and alternative assets

• Develop risk models for market, credit, and liquidity risk, and support capital allocation decisions

• Apply financial engineering techniques to structure innovative investment solutions

• Monitor and manage trading and market risk exposure in real time

• Contribute to the development of insurance capital models and actuarial-based financial assessments

• Collaborate with cross-functional teams to translate data insights into actionable investment strategies

• Prepare detailed reports and communicate insights to stakeholders and senior management

Required Skills & Expertise

• Strong experience in portfolio construction and optimisation

• Deep knowledge of quantitative finance models and statistical techniques

• Hands-on expertise in derivatives, options, and structured products

• Proven experience with multi-asset investment strategies

• Advanced understanding of risk modelling and capital allocation frameworks

• Proficiency in financial engineering concepts and applications

• Experience in trading environments and market risk management

• Familiarity with insurance capital models (e.g., Solvency II, actuarial frameworks)

• Strong programming skills (Python, R, MATLAB, or similar)

• Excellent analytical, problem-solving, and communication skills

Preferred Background

• Quantitative Analyst

• Financial Engineer

• Portfolio Manager

• Actuarial Professional

Qualifications

• Bachelor’s or Master’s degree in Finance, Mathematics, Statistics, Economics, Engineering, or related field

• CFA, FRM, or actuarial certifications (preferred)

• 2-7 years of relevant experience in quantitative finance, asset management, or risk modelling

NOTE: Pay will vary depending on the years of experience of the candidate.