Senior Analyst​/Data Scientist Sr. Investment Analyst II MSRP

Introduction

The Maryland State Retirement Agency is the administrator of the Maryland State Retirement and Pension System (“System”). The System is a defined benefit retirement system covering governmental employees within the State of Maryland. It’s composed of twelve (12) separate retirement and pension systems with over 50 different rule sets. The System has over 430,000 participants (customers), including 192,000 members who are actively employed and participating in the System, 165,000 payees who receive a monthly payment from the System, and 40,000 vested members who are no longer actively employed but have earned a benefit that will become payable at a future date.

The Maryland State Retirement Agency is the administrator of the Maryland State Retirement and Pension System (“System”). The System is a defined benefit retirement system covering governmental employees within the State of Maryland. It’s composed of twelve (12) separate retirement and pension systems with over 50 different rule sets. The System has over 430,000 participants (customers), including 192,000 members who are actively employed and participating in the System, 165,000 payees who receive a monthly payment from the System, and 40,000 vested members who are no longer actively employed but have earned a benefit that will become payable at a future date.

The Maryland State Retirement Agency is the administrator of the Maryland State Retirement and Pension System (“System”). The System is a defined benefit retirement system covering governmental employees within the State of Maryland. It’s composed of twelve (12) separate retirement and pension systems with over 50 different rule sets. The System has over 430,000 participants (customers), including 192,000 members who are actively employed and participating in the System, 165,000 payees who receive a monthly payment from the System, and 40,000 vested members who are no longer actively employed but have earned a benefit that will become payable at a future date.

Located in Baltimore’s Central Business District, SRPS offers a purpose-driven workplace with modern amenities, including panoramic city and harbor views, renovated common areas, upgraded elevators, and an on-site café. Employees enjoy comprehensive state benefits including medical, dental, prescription coverage, generous paid leave, participation in the state pension system, and supplemental retirement savings options (401(k), 457(b), and more). Additional perks include an on-site fitness center with showers and lockers, 24/7 building security, and easy access to restaurants, shops, public transit, and major highways.

This is a Special Appointment position and serves at the pleasure of the Appointing Authority.

MSRP 0009

120 East Baltimore Street

Baltimore, Maryland 21202

The Senior Analyst/Data Scientist will help develop the data, analytical, and quantitative capabilities that support the Investment Division’s research and investment processes. This position spans quantitative research, data and research infrastructure, machine learning, applied artificial intelligence, and systematic investment analysis. We recognize that candidates may bring different combinations of expertise. The successful candidate is expected to demonstrate substantial strength in one or more core areas, the ability to contribute across related functions, and the capacity to develop adjacent capabilities over time.

• Develop and maintain scalable data analytics, machine learning, and artificial intelligence infrastructure to support scalable quantitative research and investment processes.
• Establish and maintain automated data pipelines and robust data quality controls to ensure the accuracy, timeliness, and integrity of research and production environments.
• Build and maintain comprehensive feature libraries across macroeconomic, cross-asset, equity, and risk domains to facilitate systematic research and portfolio management.
• Conduct quantitative alpha research utilizing advanced statistical, machine learning, and modern AI techniques to generate and…