Senior Quantitative Specialist

Job Description:

Position Description: 

Provides analytics solutions and data management services related to fixed income, equities, asset allocation, and broad economic conditions to quantitative researchers and portfolio managers. Develops and implements proprietary quantitative investment and risk analytics tools using SQL, Python, VBA, and R. Develops deep understanding and practical skills across all aspects of quantitative investment and portfolio risk including model construction, factor and covariance definitions, factor calculations, and translates output statistics into meaningful information used within the portfolio management function. Participates in development efforts to expand and enhance the technical infrastructure and reports capabilities, multi-factor model risk forecasting, quantitative alpha research, big data analytics, and performance attribution. Serves as integral part of project teams to deliver innovative data visualization and analytic tools capable of illustrating current and time series investment themes, portfolio exposures, and factors driving fund performance using Python, Power BI, and Tableau. Leverages Quant Platform capabilities including back-testing and computing core statistical measures and leveraging Cloud technologies to run these capabilities.  

Primary Responsibilities: 

• Performs database management and coordinates production reporting cycles across the analytic environments. 

• Performs analysis, design, and quality assurance functions across efforts to acquire new datasets, advance analytic capabilities, and produce informative content used across quantitative research. 

• Leverages SQL to transverse a wide array of database schemas. 

• Develops excel VBA with embedded SQL queries to automate analytics and reporting functions for quantitative research. 

• Maintains and enhances the portfolio construction process in Python, incorporating new features such as risk exposures, market share analysis, and corporate actions monitoring into the existing infrastructure. 

• Develops and enhances python tools and library for customized aggregated ETF holdings and exposure score back-testing; conducts annual review, quarterly mock rebalance, and annual review in Python, and publishes analytical statistics to Power BI dashboards widely utilized across quantitative research. 

• Monitors and optimizes systematic equity portfolio construction process for SMA/ETFs. 

• Develops and runs data quality monitoring algorithms to ensure the accuracy of data delivery to portfolio managers. 

• Contributes to the continued development and incorporation of non-traditional and/or unstructured data as well as data science applications to enhance the research and investment process. 

• Implements and enhances quantitative investment and risk analytic models utilizing statistical modeling techniques and evaluates model performance using financial risk matrix. 

• Delivers innovative data visualization and analytic tools capable of illustrating investment themes, portfolio exposures, and factors driving fund performance. 

• Develops model validation process and data quality checks in Python and sets up jobs in Autosys. 

• Responds to ad-hoc data analysis, data visualization, and back-testing requests in support of projects performed by QRI. 

Education and Experience: 

Bachelor’s degree (or foreign education equivalent) in Mathematics, Physics, Financial Economics, Economics, Financial Engineering, Statistics, or a closely related field and five (5) years of experience as a Senior Quantitative Specialist (or closely related occupation) performing quantitative research analytics and financial modeling related to equity, fixed income, and ass