Senior Quantitative Analyst

Our client is an Asset Management firm that invests in multiple asset classes and strategies worldwide.They are seeking a Quantitative Analyst to join a Portfolio Construction and Analysis (PCA) team within the CIO office.The PCA team plays a vital role in the Equity L/S business at the firm, collaborating with investment teams to improve net revenue and risk adjusted returns. Senior Quantitative Analysts build collaborative relationships with portfolio managers, develop a deep understanding of each portfolio manager’s investment approach, and perform research and build analytics to identify opportunities to improve investment process, risk management, and portfolio construction.The ideal candidate is a smart, articulate, and creative problem solver with strong quantitative and technical skills and well-versed in equities.The Senior Quantitative Analyst WillInvestigate portfolios and strategies to develop data-driven, in-depth comprehension of L/S investment processes, risk profiles, portfolio construction, and investor behaviorConduct innovative and scientific research to identify and model macro and fundamental drivers of performance and risks Develop analytics, quantitative tools, and analytical framework to attribute performance, monitor risks, and evaluate portfolio constructionIdentify and manage new datasets that support investment decisions and risk management processesDeliver research findings and make recommendations to PCA teammates, portfolio managers, and senior leadershipBuild strong relationships and continually engage with portfolio managers to discuss and understand their businesses and investment approaches.Most of the above tasks will require analyzing large structured and unstructured datasets, such as internal trade data, risk model data, fundamental data, and sentiment data and running simulations and backtests.We Seek Candidates WithMasters or PhD in a quantitative or engineering discipline with strong technical, quantitative, and communication skills3-7 years of experience in a quantitative research or risk management capacity covering equities investingStrong background in Statistics/Math/EconometricsStrong technical skills with high level of proficiency in Python and SQLUnderstanding of fundamental long/short sector investing and equity markets Ability to manipulate and synthesize large data setsHigh-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environmentHigh degree of drive – must be a self-starterAbility to recognize and seize opportunitiesDepth of skills enabling him/her to perform ad hoc and other special studies Strong communications skills, with the ability to communicate clearly and concisely to senior management and fundamental portfolio managersStrong interpersonal skills and a team player, with the ability to work collaboratively with all levels of staff and to thrive in a team-oriented environmentA commitment to the highest ethical standards and to act with professionalism and integrity