Associate Investment Engineer - Parametric
Core
Associate Investment Engineer supporting the Investment Strategy team in Parametric by maintaining proprietary investment strategies, conducting research, and generating analytics for client service and thought leadership.
Role type
Associate Investment Engineer (Quantitative)
Builds
Proprietary investment strategies, client-directed mandates, internal research briefs, and marketing content
Domain
Asset Management / Quantitative Equity Investing
Deliverable
production ML models
Required skills
Python, R, SQL, Excel (VBA), Probability & Statistics, Matrix Algebra, Mean Variance Optimization, Equities, Equity Factor Models, FactSet, Bloomberg, Refinitiv/Eikon
Preferred skills
CFA, Performance Attribution, Risk Decomposition, Github, Snowflake
Technologies
Python, R, SQL, Excel, VBA, FactSet, Bloomberg, Refinitiv, Eikon, Github, Snowflake
Responsibilities
Maintain and enhance proprietary investment strategies and client mandates; Prepare ad hoc analysis including performance attributions, risk decompositions, and back-tests; Contribute research for internal briefs, white papers, and journal articles; Support direct sales and client service activities with research and analysis; Generate data and analytics for Investment Committee meetings and marketing content; Utilize and contribute to internal Python and R libraries.
Seniority
Associate (4+ years experience)
