Quantitative Analyst

Cohen And Steers New York , NY 10007

Posted 7 days ago

Job Title: Quantitative Analyst

Department: Quantitative and Derivatives Strategies

Job Summary

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.

Major Responsibilities/Activities

  • 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.

Minimum Requirements

  • 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.


icon no score

See how you match
to the job

Find your dream job anywhere
with the LiveCareer app.
Mobile App Icon
Download the
LiveCareer app and find
your dream job anywhere
App Store Icon Google Play Icon
lc_ad

Boost your job search productivity with our
free Chrome Extension!

lc_apply_tool GET EXTENSION

Similar Jobs

Want to see jobs matched to your resume? Upload One Now! Remove
Quantitative Analyst

Moody's Investors Service, Inc.

Posted 6 days ago

VIEW JOBS 3/14/2019 12:00:00 AM 2019-06-12T00:00 Role / Responsibilities: We are looking for a Quantitative Analyst to join our modelling team. Our team is responsible for developing all models and scorecards used in the rating process. Key Responsibilities: * Build and develop complex cash flow models using Moody's fixed income software * Develop in-depth knowledge of our Rating Agency models and scorecards * Assisting with ad-hoc quantitative projects to update and improve the rating process (structured finance simulations, macroeconomic projects, etc.). * Publish research and participate in professional training for the analytical staff * Perform back-tests and develop analytical projects to confirm the ability of financial models to assess credit risk. * Assist developers in the creation of models and scorecards * Act as a key point of contact to provide guidance to rating teams to ensure consistency with rating models and scorecards when appropriate Qualifications: * Bachelor's degree in Finance, Financial Engineering, Mathematical Finance, Mathematics, Statistics, Physics, Engineering, Computer Science or related field * Experience in financial modelling – experience in credit risk, credit derivatives or structured finance a strong plus. Experience may be gained through employment or academic study * Ability to comprehend, interpret and analyse legal documents on complex financial structures * Proficient/expert in Excel and VBA, and other MS Office tools * Strong quantitative aptitude * Excellent written and verbal communication skills, able to communicate clearly and succinctly * High attention to detail with excellent organisational and analytical skills and ability to handle multiple projects at one time * Hard working, easy to work with, and a willingness to learn new technologies * Fluency in English is essential Moody's Investors Service, Inc. New York NY

Quantitative Analyst

Cohen And Steers