The Multi-Asset Quantitative Research and Solutions team develops QS investment capabilities and leverages them to create innovative portfolio solutions tailored to meet client objectives. In-house models and capabilities include strategic and tactical asset allocation, portfolio optimization, risk models, and drawdown and volatility management. The team collaborates with portfolio managers and investment strategists to deliver desired investment outcomes for clients.
We are seeking a Multi-Asset Quantitative Researcher to join our team, reporting to the Head of Multi-Asset Research, to contribute to QS’s research initiatives, generating practical and innovative ideas that improve client investment outcomes.
Key Responsibilities Include
- Factor research: conduct hands-on research on predictive and risk factors across asset classes including equity indices, government bonds, corporate bond indices, and currencies. Current factors are sourced from themes such as valuation, macro-economic/fundamental, behavioral, based on alternative data.
- Macroeconomic research: enhance existing suite and develop new country and regional leading and coincident macroeconomic indicators
- Quantitative techniques: evaluate new techniques pertaining to return forecasting, factor combination, asset allocation, and risk modeling
- Research platform: contribute to ongoing development of research platform, implement code in Python or MATLAB, develop new capabilities; explore new data sources
- Communication and presentations: clearly articulate research findings to internal constituents including portfolio managers and investment strategists, present research to clients
- Preference for 5-7 years of industry experience
- The ideal candidate will have a graduate degree, and will have focused on either Finance or Economics in one degree and on one of Statistics, Applied Math, Operations Research, Engineering, or Computer Science in another
- Solid knowledge of macroeconomics, fundamental drivers of global asset classes
- Strong programming skills with solid experience in Python and MATLAB; object oriented programming experience a plus
- Excellent interpersonal skills; enjoys working as a member of a team as well as on an individual basis
- Very solid written and presentation skills