Asset & Wealth Management - AM FI Credit & Muni Strats - Associate
Quantitative strategists work in close collaboration with bankers, traders, and portfolio managers on complex financial and technical challenges. We work on alpha generating strategies; discuss portfolio allocation problems; and build models for prediction, pricing, trading automation, data analysis and more. The strats platform is designed for people to express themselves by providing creative solutions to business problems. Strats own analytics, models for pricing, return and risk, as well as portfolio management platform.
Responsibilities
As a quantitative strategist your responsibilities will include
- Working with revenue-generating businesses to solve a broad range of problems, including quantitative strategy development, quantitative modelling, portfolio construction, portfolio optimization, infrastructure development and implementation, financial product and markets analytics
- Develop quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction process and implement fund management models to track longer term portfolio performance
- Develop sustainable production systems, which can evolve and adapt to changes in our fast-paced, global business environment
- Provide quantitative analytics to optimize investment structure, pricing, returns and capital sourcing
- Partner globally across multiple divisions and engineering teams to create quantitative modeling-based solutions
- Prioritize across competing problems, communicate with key stakeholders
Qualifications
- Bachelors / masters degree in a quantitative discipline with quantitative analytics/ research, financial modeling experience
- Strong understanding of mathematical concepts including probability and statistics, time series analysis, regression analysis, forecasting, optimization, machine learning, regression analysis, and other numerical techniques
- Strong fundamentals in design and analysis of algorithms, data structures
- Ability to implement coding solutions to quantitative problems, experience in developing finance and statistics-based applications and proficiency in at least one programming language such as Slang, Python, C, C plus plus
- Strong written, oral communication skills and ability to work in a team environment
- Ability to multi-task and prioritize work effectively
- Passion and self-motivation to deliver technology solutions in a dynamic business environment
