Job Title: Quantitative Analyst
Department: Quantitative and Derivatives Strategies
The analyst will play a key role in developing research and analytics to support the firm's investment strategies. This role will support quantitative initiatives that include systematic strategy development, portfolio advisory, alpha generation, risk management, and integration of quantitative analytics and data science within the firm's fundamental investment platform.
Apply econometric and machine learning techniques across a range of quantitative and data science research initiatives to identify alpha enhancement opportunities across strategies and support product development initiatives.
Provide portfolio advisory including application of portfolio construction and optimization techniques across strategies to calibrate risk-return profile and create portfolio efficiencies.
Support development of risk managed systematic quantitative and derivatives overlay strategies.
Work with PM's across investment teams to better integrate quantitative and data science within a fundamental investment framework. Investment teams include real estate, global infrastructure, natural resources, commodities, fixed income, and macro.
Research and evaluate appropriate hedging and alpha enhancing strategies using equities, fixed income, and currency derivatives including options, futures and swaps.
Support investment risk management effort including our proprietary risk management system.
3-6 years of quantitative finance experience.
Master's in Financial Engineering, Computational Finance, Mathematics, or related areas preferred.
Fluent capital markets knowledge.
Knowledge of derivatives.
Solid knowledge of econometrics, machine learning, and data science techniques.
Good understanding of portfolio construction and optimization techniques.
Strong proficiency in programming (i.e. C, C++, C#, CUDA, R, Python, MATLAB).
Ability to multi-task effectively across multiple quantitative and derivatives areas.
Strong oral and written communication skills.
Note: This job description reflects management's assignment of essential functions; it does not prescribe or restrict the tasks that may be assigned.
Cohen And Steers