Quantitative Analyst

This is a Quant-Investment Strategy analyst role with key responsibilities -

1. Quantitative Modeling: Design, back-test, and maintain systematic investment frameworks, factor-allocation models, and portfolio scenario attribution tools
2. Data Integration: Incorporate multi-vendor financial feeds and alternative data (including sustainability/ESG metrics) into scalable screening and asset-selection tools
3. Advisory & Portfolio Enablement: Support private bankers and portfolio managers with quantitative diagnostics, risk budgeting, and cross-sectional asset studies

Experience and Skills:

1. 2-5 years of quantitative research experience; Master’s degree in a quantitative discipline
2. Technical Stack: Advanced proficiency in Python, R, or C++ for data manipulation and modeling
3. experience working with large relational databases and cloud pipelines
4. Domain Knowledge: Strong grasp of asset pricing, portfolio optimization theory (mean-variance, risk parity), factor investing, and risk-adjusted performance attribution
5. Soft Skills: Ability to explain complex mathematical strategies simply to non-quant stakeholders, relationship managers, and private clients