Quantitative Portfolio Solutions Analyst

Socket.dev; New York (NY); On-site; USD 110,000 - 120,000; Full time

Benefits offered by this job

Paid time off

Medical/Dental/Vision Insurance

Retirement benefits

Life insurance

Job summary

Neuberger is seeking a highly quantitative analyst to support bespoke portfolio analytics for insurance and institutional clients. You will use in-house models for risk attribution, asset-liability management, and capital optimization while extending infrastructure for advanced modeling and private markets pacing.

The role involves delivering monthly and quarterly client updates, developing robust portfolios, and communicating insights to clients and internal stakeholders.

Qualifications

• Advanced degree in financial engineering, mathematics, statistics, computer science, or related field, or a BA with 2+ years.
• Strong quantitative programming ability; Python and R are a plus.
• CFA or actuarial exams progress is a plus; experience in insurance or asset management is a plus.

Responsibilities

• Run bespoke analyses for insurance and institutional clients, such as portfolio optimization, asset-liability management, liquidity analysis and regime analysis
• Run risk and return attribution analyses across multi-asset portfolios for clients and internal portfolio managers using proprietary quantitative attribution tools
• Prepare written summaries and deliver analyses to clients and client portfolio managers, including recurring monthly and quarterly updates
• Extend existing and build new infrastructure for in-house analytical and quantitative capabilities, such as capital markets modeling, portfolio optimization, stochastic scenario modeling, and private markets pacing modeling
• Use the suite of in-house tools to help clients construct robust, all-weather portfolios and solutions that seek to deliver specific outcomes
• Manage and enhance the underlying application infrastructure, including large-scale databases and web-based deliverables, incorporating best-in-class AI tools and practices
• Conduct generalist quantitative research using demonstrable market knowledge and intuition across multiple asset classes and investment vehicles, including fixed income and alternative asset classes
• Develop deep knowledge of quantitative systematic strategies across equities, fixed income, and hedge funds, and sustain and expand an extensive cross-asset strategy backtesting system
• Produce thought leadership through industry presentations, white papers, and custom research on timely market topics
• Support client coverage and portfolio management by conducting analyses, developing materials, and collaborating with internal stakeholders on product solutions that address new market opportunities
• Develop sufficient knowledge of the firm's capabilities, products and services to support client initiatives, coverage and portfolio management

Skills

Quantitative programming

Python

R

Communication skills

Relationship building

Self-direction

Education

Advanced degree in financial engineering, mathematics, statistics, computer science, or similar quantitative field

Bachelor’s degree in a relevant field with 2+ years of experience

Job description

Neuberger is seeking a highly quantitative analyst to support bespoke portfolio analytics for insurance and institutional clients. You will use in-house models for risk attribution, asset-liability management, and capital optimization while extending infrastructure for advanced modeling and private markets pacing.

The role involves delivering monthly and quarterly client updates, developing robust portfolios, and communicating insights to clients and internal stakeholders.