Senior Quant Researcher – Multi-Asset Portfolio Design

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

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.