Quantitative Analyst - CIO Office
Core
Conduct independent research and analytics to study drivers of success for Long/Short Equities investment professionals, supporting portfolio managers and senior management in strategy improvement and capital allocation.
Role type
Quantitative Analyst (Portfolio Construction & Analytics)
Builds
Analytics frameworks, risk quantification models, and research tools for Long/Short Equities strategies
Domain
Asset Management / Quantitative Finance / Equities
Required skills
statistical modeling, quantitative finance methods, bottoms-up portfolio analysis, top-down strategy view formulation, risk quantification, Python programming
Preferred skills
independent research, data analytics, code base development
Responsibilities
Conduct bottoms-up analysis on firm portfolios to identify strengths and weaknesses in idea generation, trading, and construction; Form top-down views on which strategies offer the best risk/reward for the firm; Invent new analytics to quantify skill and frameworks to support trade-offs between different sources of skill and risk; Quantify market drivers to support pre-trade risk taking and decision making; Communicate key findings to the team, PMs, and Co-CIOs; Learn to develop in and contribute back to shared code base, reports, and research tools