Solutions Analyst – Capital Markets Assumptions - CSG
Core
Research, develop, and maintain long-term capital markets assumptions across global asset classes to inform asset allocation and portfolio construction.
Role type
Senior quantitative research analyst (capital markets assumptions)
Builds
Forward-looking estimates of expected returns, risk, correlations, and proprietary analytical models for multi-asset portfolio solutions
Domain
Asset Management / Capital Markets
Deliverable
production ML models | research
Required skills
time-series analysis, econometric modeling, statistical modeling, macroeconomic analysis, quantitative analysis, asset-pricing concepts, scenario analysis, simulation, sensitivity analysis, Python, R, MATLAB
Preferred skills
alternative asset class research, PhD in economics/finance, AI/ML application in research workflows
Responsibilities
Research economic and market drivers of asset-class returns, develop and maintain quantitative investment models, communicate assumptions to Portfolio Managers and oversight committees, collaborate with technology teams to enhance data infrastructure, evaluate existing methodologies for robustness
Seniority
Senior, hands-on IC