DESCRIPTION:

Duties: Contribute to broader research capabilities/conduct and present quantitative research projects within the Multi-Asset Solutions team that advance investment processes and develop portfolios that can achieve a broad range of client objectives. Research into risk managed investment process, involving quantitative models and portfolio construction techniques for portfolios with specific volatility or drawdown management guidelines. Research risk characteristics of long-term asset allocation strategies through multi-asset Monte Carlo simulations and historical stress-tests. Develop and manage tactical asset allocation models- working across the quantitative, qualitative strategy and portfolio management teams. Perform portfolio construction support for the development of strategic asset allocation benchmarks for custom client portfolios. Develop and present client and marketing materials (including whitepapers and client pitch presentations) with descriptions of quantitative models, tactical asset allocation investment process, new research and rational for new products and custom solutions. Conduct research and model development, model testing and documentation, day-to-day management of the systematic models, and communicate of model output across full suite of models. This position requires up to 10% domestic and international travel.

QUALIFICATIONS:

Minimum education and experience required: Bachelor's degree in any field of study plus five (5) years of experience in the job offered or as Research Analyst, Global Strategist, or related occupation. The employer will alternatively accept a Master's degree in any field of study plus three (3) years of experience in the job offered or as Research Analyst, Global Strategist, or related occupation.

Skills Required: This position requires three (3) years of experience with the following skills: Discounted Cash flow modeling for estimation of equity valuations; perform linear and PCA regression modeling in financial markets for predictive analysis; perform econometric time series and cross-sectional modeling in financial markets; perform statistical analysis using machine learning methods including logistic regression, multivariate regression, classification techniques; portfolio construction and optimization capabilities with out-of-sample measurement experience; designing and developing interactive Excel and PowerPoint reports with advanced functionalities including vlookup, index match, pivots, VBA, and VBScript; design and develop data visualization using Tableau; developing and debugging production code in Python and Matlab to implement developed models; and sharing and committing code through Github or other code-sharing software.  

Job Location: 277 Park Ave, New York, NY 10172. This position requires up to 10% domestic and international travel.

Full-Time. Salary:  $215,000 - $350,000 per year.