Senior Quantitative Analyst

HRB; New York (NY); On-site; USD 80,000 - 100,000; Full time

Job summary

An established industry player is on the lookout for a Senior Quantitative Analyst to join their Portfolio Construction and Analysis team. This role is pivotal in enhancing investment processes and risk management strategies within the Equity L/S business. The ideal candidate will possess strong quantitative skills and a deep understanding of equity markets, working closely with portfolio managers to provide data-driven insights and recommendations. If you are a proactive problem solver with a passion for analytics and collaboration, this opportunity could be the perfect fit for you, allowing you to make a significant impact in a dynamic environment.

Qualifications

• 3-7 years of experience in quantitative research or risk management in equities.
• Strong background in Statistics, Math, or Econometrics.

Responsibilities

• Investigate portfolios and strategies to improve investment processes.
• Conduct research to model performance drivers and risks.

Skills

Quantitative Research

Data Analysis

Problem Solving

Communication Skills

Interpersonal Skills

Self-Starter

Opportunity Recognition

Education

Masters in Quantitative Discipline

PhD in Quantitative Discipline

Tools

Python

SQL

Statistical Analysis Tools

Job description

Our client is an Asset Management firm that invests in multiple asset classes and strategies worldwide.
They are seeking a Quantitative Analyst to join a Portfolio Construction and Analysis (PCA) team within the CIO office.
The PCA team plays a vital role in the Equity L/S business at the firm, collaborating with investment teams to improve net revenue and risk adjusted returns. Senior Quantitative Analysts build collaborative relationships with portfolio managers, develop a deep understanding of each portfolio manager’s investment approach, and perform research and build analytics to identify opportunities to improve investment process, risk management, and portfolio construction.
The ideal candidate is a smart, articulate, and creative problem solver with strong quantitative and technical skills and well-versed in equities.
The Senior Quantitative Analyst will:

• Investigate portfolios and strategies to develop data-driven, in-depth comprehension of L/S investment processes, risk profiles, portfolio construction, and investor behavior
• Conduct innovative and scientific research to identify and model macro and fundamental drivers of performance and risks
• Develop analytics, quantitative tools, and analytical framework to attribute performance, monitor risks, and evaluate portfolio construction
• Identify and manage new datasets that support investment decisions and risk management processes
• Deliver research findings and make recommendations to PCA teammates, portfolio managers, and senior leadership
• Build strong relationships and continually engage with portfolio managers to discuss and understand their businesses and investment approaches.

Most of the above tasks will require analyzing large structured and unstructured datasets, such as internal trade data, risk model data, fundamental data, and sentiment data and running simulations and backtests.

We seek candidates with:

• Masters or PhD in a quantitative or engineering discipline with strong technical, quantitative, and communication skills
• 3-7 years of experience in a quantitative research or risk management capacity covering equities investing
• Strong background in Statistics/Math/Econometrics
• Strong technical skills with high level of proficiency in Python and SQL
• Understanding of fundamental long/short sector investing and equity markets
• Ability to manipulate and synthesize large data sets
• High-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment
• High degree of drive – must be a self-starter
• Ability to recognize and seize opportunities
• Depth of skills enabling him/her to perform ad hoc and other special studies
• Strong communications skills, with the ability to communicate clearly and concisely to senior management and fundamental portfolio managers
• Strong interpersonal skills and a team player, with the ability to work collaboratively with all levels of staff and to thrive in a team-oriented environment
• A commitment to the highest ethical standards and to act with professionalism and integrity