Quantitative Analyst Hybrid

Job Description

The City of Austin Employees’ Retirement System (COAERS) mission is to provide our members with their promised benefits. We are driven to be best-in-class, passionate about service excellence, and committed to creating a welcoming environment where everyone can excel by leveraging our skillset, experiences, and backgrounds.

Your Opportunity

Reporting to the Deputy Chief Investment Officer, the Quantitative Analyst is responsible for applying analytical techniques, financial modeling, and data science methodologies to support COAERS objectives and strategic decision-making. This role combines data analysis, research, forecasting, and risk assessment to evaluate performance, identify trends, and support optimization initiatives. You will collaborate with cross-functional teams, leadership, and external partners to provide insights, develop models, and facilitate data-driven recommendations that enhance operational and investment outcomes.

Your Main Responsibilities

Investment Data Analysis

• Analyze large and complex financial datasets, including market, economic, fundamental, and alternative data sources.

• Conduct statistical analysis of historical information including market performance and investment strategies.

• Perform factor analysis and predictive modeling to evaluate investment hypotheses.

• Create dashboards, reports, and visualizations that communicate key investment insights and recommendations.

• Utilize analytical tools to automate data collection, analysis, and reporting processes.

Risk Management

• Measure portfolio risks using quantitative metrics such as volatility, Value-at-Risk (VaR), tracking error, beta, drawdown, and stress-testing methodologies.

• Evaluate the risk-versus-reward profile of existing and proposed investments.

• Develop risk models and scenario analyses to assess portfolio resilience under varying market conditions.

• Collaborate on portfolio adjustments to improve risk-adjusted returns and align with investment objectives.

• Monitor compliance with risk limits and investment guidelines.

Portfolio Analytics and Research

• Support portfolio construction and optimization through quantitative research and modeling.

• Conduct performance attribution analysis to identify drivers of investment returns.

• Identify portfolio concentrations, correlations, and other exposures that may impact portfolio performance.

• Research emerging quantitative techniques, investment factors, and market developments.

• Evaluate new data sources and analytical tools that may enhance investment decision-making.

Operational Data Management and Insights

• Design, build, and maintain centralized databases and data warehouses by integrating business applications, cloud platforms, internal databases, and third-party software to support organizational reporting, analytics, and decision-making.

• Develop data architecture that integrates information from multiple internal and external systems.

• Perform advanced data analysis to identify trends, opportunities, and risks.

• Develop dashboards, reports, and interactive visualizations for management and executive leadership.

• Translate complex data and collaborate with leadership on action items.

• Establish procedures for data validation, cleansing, and quality assurance.

• Establish standards for data collection, storage, security, and governance.

• Develop, extract, transform, and load processes to consolidate data from disparate systems.

• Monitor and troubleshoot data synchronization and integration issues.

• Create key performance indicators (KPIs) and performance measurement frameworks.

• Develop documentation for databases, data processes, and reporting systems.

• Perform work as assigned with executive leadership.

Your…