The Multi-Asset Platform offers a range of outcome-oriented investment products and solutions including Target Date and Target Risk Funds, Risk Managed Funds, Multi-Asset Alternative strategies, Global Tactical Asset Allocation and customized solutions.
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, portfolio optimization, and drawdown and volatility management. Portfolio solutions are developed as part of a multi-disciplinary team bringing together expertise from research, portfolio management, and investment strategy.
Key Responsibilities Include
- Designing and testing client driven investment solutions working as part of a multi-disciplinary team
- Development and maintenance of research platform: programming in MATLAB to maintain and test existing models and develop new capabilities; maintain and extend a database covering various assets and investment strategies
- Portfolio construction research: evaluate portfolio construction approaches and techniques through simulation
- Risk modeling: maintain and test existing risk models and risk modeling methodologies, and develop and implement new approaches to risk modeling
- Factor research: test factors across multiple asset classes
- Transaction cost modeling: maintain and test existing cost models, and develop and implement new approaches to transaction cost modeling
- Preference for 3-5 years of industry experience
- Strong programming skills with experience in MATLAB and Python; object oriented programming experience a plus
- 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
- Good 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
- Good written and presentation skills