Overview
In this role you collaborate with equity Portfolio Managers to optimize portfolio construction and investment processes. You develop quantitative models to analyze risk and performance, with a focus on profitability and scalability of equity strategies. You communicate insights effectively to PMs and management, guiding the use of analytics to improve decision-making. The position sits at the crossroads of finance and technology, driving research and tool development to grow the business.
Responsibilities
- Develop and validate models for portfolio analysis, risk attribution, and performance across equity strategies
- Understand and diagnose investment processes; analyze data to extract best practices and opportunities to improve risk-adjusted returns
- Produce data-driven analyses to inform PMs and senior management on risk, construction, and process improvements
- Communicate findings through meetings and documentation to global equity PM teams and business management
- Collaborate with Risk, Data, Product, and Engineering to access data and build tools that enhance profitability and efficiency
- Lead or contribute to complex projects with multiple stakeholders; provide feedback on tool specifications
- Advise PMs on tool usage, analytics concepts, and resources to improve portfolio construction and hedging
- Proactively propose new research ideas and translate them into actionable insights for PMs/biz
Key requirements
- 5+ years of experience in quantitative analysis related to equity Long/Short or alternative equity strategies
- Strong Python skills with time series experience and data management
- SQL proficiency for data access
- Experience with GitHub and software development processes
- Excellent communication and presentation skills; ability to influence and coach PMs
- Advanced degree in sciences/math/quantitative discipline (PhD or Masters) or equivalent practical experience
- Strong understanding of risk, performance attribution, factor models, and investment process
- Ownership mindset and ability to generate/execute ideas to grow the business
- Experience interfacing with risk takers or in risk-taking roles
- strong communication and presentation skills
- ability to influence and coach senior PMs
- ownership and entrepreneurial mindset
- quantitative analysis techniques
- statistical analysis
- time series analysis
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