Quant Analytics recruitment
1. Leverage the companies investment management infrastructure: Deploy the companies technology, views, and intellectual capital to help clients (CIOs, CEOs, Boards) with the macro issues of investment management, such as asset allocation and risk management.
2. Generate thought leadership: Build models and generate intellectual capital for the companies Solutions activities.
3. Deliver customized analyses to clients and prospects: Become a trusted investment advisor to help the company win mandates across products and asset classes.
4. Develop new products: In collaboration with Product Management and Portfolio Management, help build investable Solutions for clients.
The team works closely with quantitatively demanding business channels, such Liability Driven Investing (LDI) and Tail Risk Hedging and the Insurance Channel. This individual will work with the members Product Management Teams in producing client analyses.
Responsibilities
• Develop models that improve client asset allocation, asset-liability management, and risk management, principally focused on the European markets.
• Working with broader Analytics team to develop models and frameworks that address specific European client needs
• Develop models and write code within existing systems to facilitate application for European client base
• ‘Troubleshooting’ assistance to AM and PdM users of existing systems
• Working with PdM and AM teams to develop and automate reporting to quantitatively focused clients, e.g. Tail Risk Hedging, LDI and insurance clients
Qualifications and Experience
You will have between 0-3 years total work experience
• Extremely strong quantitative finance or economics background. Statistical modeling expertise strongly preferred. Preference is for PhD in finance or economics.
• Some work experience in finance industry a plus, but not a requirement
• Fixed income and/or derivatives investment knowledge
• Strong MatLab programming skills