Tech Stack

Description

You will build collaborative relationships with portfolio managers, develop deep understanding of their investment approaches, and provide data-driven insights to improve portfolio construction and performance. Your work will also inform senior leadership's capital allocation decisions.

Requirements

• Masters or PhD in a quantitative discipline
• 5+ years of experience in quantitative research or strategist role focused on rates or FX
• Strong background in statistics, math, or econometrics
• High proficiency in Python and SQL
• Strong communication skills to present to senior management and portfolio managers

Responsibilities

• Build strong relationships with portfolio managers to understand their businesses and investment approaches
• Formulate expectations for risk and performance profiles and proactively identify deviations
• Conduct research to model drivers of performance and risks
• Develop analytics and quantitative tools to attribute performance, monitor risks, and evaluate portfolio construction
• Manage quantitative analysts responsible for data analysis and tool development