Quantitative Analyst

Responsibilities

Demonstrate proficiency in SQL, R, and Python for portfolio holdings analysis and back-tests. Leverage these tools to build mathematical programming models for advanced risk control measures, optimizing exposure to market risks, and supporting periodic portfolio rebalancing to maintain desired risk-return profiles. Utilize financial data platforms, such as Bloomberg, along with their APIs, to analyze both existing and potential investment portfolios across equity and fixed-income markets.

Develop comprehensive reports and prepare presentations based on in-depth financial data analysis to support investment recommendations and assist portfolio and risk management. Design optimized asset allocation programs by utilizing various mathematical models and algorithms to systematically rebalance portfolios, ensuring alignment with investment goals and market conditions. Automate the rebalancing process to improve efficiency and accuracy, minimizing human error and reducing operational costs.

Apply advanced statistical and quantitative techniques to develop models for managing portfolio duration and yield in fixed income, ensuring that portfolios meet their performance targets while managing interest rate sensitivities. Integrate alternative big data sources from cloud platforms such as AWS and Snowflake into the investment analysis process. Use this data to build complementary alternative investment factors.

Full-time hybrid position, M-F, 9 am to 5 pm. Requirements:
Bachelor’s degree in Finance, Statistics, Economics or related field and 6 months of experience as a Financial Analyst or Quantitative Analyst. Experience must include:
1) experience with database management;
2) ability to interpret and analyze large amounts of data quickly; and
3) experience with data analysis tools and techniques, such as Python, R, SAS, etc.

Please respond with a resume and cover letter to   . No phone calls or agencies, principals only please.