Title: Quantitative Developer and Quantitative Modeler
Compensation: $150k base salary + discretionary bonus ($200k+ total compensation)
Summary: The Head of the Investment Strategy & Analytics team within a leading global asset manager is looking to onboard a Quantitative Developer and a Quantitative Modeler. As core members of the team, you will lead the development of the investment analytics infrastructure. High Python proficiency and 2+ years of experience in fixed income/credit and equity instrument modeling is crucial for collaborating with quantitative strategists on building features for a new analytical platform. Knowledge of pricing models, structured products and/or private credit as well as additional proficiency in C#, C++ and Aladdin will be a value add to the team.
Responsibilities:
- Implement asset allocation strategies, portfolio optimization, and capital market assumptions in collaboration with investment strategists.
- Build investment infrastructure for the investment management platform including data processing, asset projections, portfolio construction and portfolio monitoring.
- Design and build systems for data acquisition, validation, cleaning, and processing for models, portfolio construction, reporting, and other processes.
- Assist in asset modeling, scenario analysis, and cashflow projections.
- Improve existing investment management framework for productional use.
Qualifications:
- 2+ years of experience in a quantitative role, preferably in asset pricing and modeling.
- Advanced degree in financial engineering, statistics, mathematics, or a quantitative field.
- Strong programming skills in Python, SQL, Excel/VBA. C++/C# experience is advantageous.
- Knowledge of statistical and quantitative methods in macroeconomics and investments related to asset allocation, portfolio optimization, performance attribution, etc.