Associate Investment Engineer - Parametric
Core
Quantitative investment professional supporting the Investment Strategy team in creating systematic, rules-based equity portfolios and turning research into client-facing content.
Role type
Associate Investment Engineer (Quantitative)
Builds
Proprietary investment strategies, client-directed mandates, and systematic equity portfolios
Domain
Asset Management / Quantitative Equity Investing
Deliverable
production ML models | product features
Required skills
Python, R, probability and statistics, matrix algebra, mean variance optimization, equities and equity factor models, Factset, Bloomberg, Refinitiv / Eikon, Excel (VBA)
Preferred skills
Performance attribution, risk decomposition, Github, SQL, 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, hands-on IC