Quantitative Research Associate – Systematic Portfolio Construction

Responsibilities

• Conduct rigorous peer-reviewed quantitative research and analysis
• Leverage knowledge of portfolio optimization, trading strategies and portfolio analysis
• Deliver high-impact research on portfolio construction and optimization
• Develop and maintain relevant quantitative models and frameworks
• Partner with QRA leadership, Portfolio Strategy Management leadership, and Investment Group associates
• Work collaboratively with members of the QRA team
• Respond to deadline-driven requests requiring quantitative analysis
• Communicate results and recommendations in an appropriate format
• Help develop computing environments to support research

• Advanced knowledge of optimization methods (including convex, non-linear, and integer programming)
• Minimum of 5 years of relevant experience
• Excellent systems and computer skills
• Demonstrable expertise with quantitative programming languages (e.g., Python, Julia, or R)
• Optimization software proficiency (e.g. Gurobi or Mosek)
• Basic knowledge of fundamental research, econometrics, and modern financial economic theory
• Excellent quantitative research skills, advanced degree (MFE, MSc, PhD) in a mathematically robust discipline or equivalent experience
• Advanced communication skills
• Self‑motivated, takes initiative, and demonstrates commitment to continuously improve skills