Quantitative Research Associate
This is an Associate level role for the Quantitative Research team. You will serve as a Quant Developer and be responsible for the development and enhancement of quantitative risk analytics for the full range of investment products and the testing and validation of pricing and portfolio construction models utilized by investment teams.
- Contribute to matters related to risk modeling on asset classes such as Equities, Fixed Income/Liquidity, Multi-Asset and Fund of Funds
- Assist in model testing and performance monitoring of vendor based risk and pricing analytics
- Bachelor Degree in a technical field such as Statistics, Econometrics, Computer Science, Operations Research, Engineering, or Mathematics
- 1-3 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modeling and portfolio optimization
- Publication in peer reviewed academic/practitioner journals is a plus
- Programming skills in statistical packages such as R, Python, SAS , Matlab and S+, Java, C# and database systems such as Sybase.
- Familiarity with vendor risk systems such as MSCI/Barra, Yield Book, Barclay’s POINT, RiskMetrics, BlackRock and SunGard APT