Associate, Quantitative Investment Strategist, Asset Allocation
Core
Design and implement quantitative asset allocation, ALM, and rebalancing strategies to optimize portfolios for diverse liability profiles and regulatory regimes.
Role type
Associate quantitative investment strategist (asset allocation)
Builds
Robust asset allocation frameworks and quantitative investment models
Domain
Wealth management / Insurance / Fixed income / Capital markets
Deliverable
production ML models | product features
Required skills
Quantitative portfolio construction, optimization techniques, top-down and bottom-up investment analysis, ALM, fixed income portfolio management, Python, SQL, Excel/VBA
Preferred skills
Insurance CIO office experience, CFA designation
Technologies
Python, SQL, Excel, VBA
Responsibilities
Develop asset allocation solutions and perform optimizations focused on asset-liability management and return enhancement; Monitor investment activities including exposures, capacities, liquidity, and concentration risks; Conduct research on capital market assumption models and develop new financial models; Recommend trading and rebalancing strategies to improve portfolio performance; Evaluate relative value opportunities across credit and fixed income asset classes
Seniority
Associate, hands-on IC