Multi-Asset Solutions Quantitative Analyst

Multi-Asset Solutions Quantitative Analyst


The Multi-Asset Research and Solutions team develops QS’ investment capabilities and leverages them to create innovative portfolio solutions tailored to meet client objectives. In-house capabilities include strategic and tactical asset allocation, manager allocation, portfolio optimization, drawdown management. Portfolio solutions are developed as part of a multi-disciplinary team bringing together expertise from research, portfolio management, and investment strategy.

We are seeking a Multi-Asset Solutions Analyst 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
  • Primary responsibility – hands-on investment solutions research: design and test client driven investment solutions using existing and developing new investment capabilities.
  • Asset allocation, manager allocation, and portfolio construction research: evaluate portfolio construction approaches and techniques through simulations
  • Risk modeling: evaluate existing risk models and risk modeling methodologies, develop and implement new approaches to risk modeling
  • Development and maintenance of research platform: programming in MATLAB and Python to evaluate existing models and develop new capabilities; evaluate new data sources to extend database covering various assets and investment strategies
  • Factor research: test factors across multiple asset classes
  • Transaction cost modeling: develop and implement new approaches to transaction cost modeling
  • Communication and presentations: clearly articulate research findings to internal constituents including portfolio managers and investment strategists, present research to clients who have a wide range of sophistication and investment knowledge
  • Preference for 5+ years of relevant industry experience working on building multi-asset portfolios utilizing active, passive mutual funds and ETFs
  • 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;  CFA a plus
  • Strong programming skills with experience in MATLAB and Python; object oriented programming experience a plus
  • Strong understanding of financial markets – particularly from a multi-asset perspective
  • Excellent interpersonal skills; enjoys working as a member of a team as well as on an individual basis
  • Excellent written and presentation skills
Apply to This Position

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