Portfolio and Quantitative Analytics Analyst

Portfolio and Quantitative Analytics Analyst

Requirements

• 2-4 years’ experience in a risk management, analytical, or quantitative role, particularly within the asset allocator and wealth management space.
• A Bachelor’s degree in finance, economics, mathematics, statistics, or a related field. Advanced degree (e.g., MBA, MSc) with a focus on quantitative finance or risk management is preferred.
• Understanding of risk management principles, quantitative modeling techniques, and statistical analysis.
• Experience using programming languages such as Python, R, and MATLAB for quantitative research, data analysis, model implementation and creation of interactive dashboards.
• Ability to access, manipulate, and clean large data sets from various databases and sources.
• Experience with risk modeling software, quantitative analytics platforms, and market data providers (e.g. Bloomberg).
• Familiarity with risk measurement methodologies (e.g., VaR, stress testing, factor analysis) and risk management frameworks (e.g., risk budgeting, risk-adjusted performance metrics).
• Baseline knowledge of financial derivatives, options pricing models, and portfolio optimization techniques.
• Excellent problem-solving and critical-thinking skills, with the ability to analyze complex data sets and draw meaningful insights.
• Strong communication and presentation skills, with the ability to explain quantitative concepts to non-technical stakeholders.
• A strong interest in working on a wide range of problems related to diverse asset classes and investment strategies. Understanding or interest in learning about alternative asset classes.

Responsibilities

• Utilize and assist in the development and maintenance of risk models and tools to identify and monitor portfolio risk factors, stress test portfolios, and ensure compliance with risk management guidelines.
• Proactively monitor market conditions and perform scenario analysis to assess potential impacts on portfolio risk exposures and recommend necessary adjustments.
• Observe and contribute to portfolio and investment decisions; contribute to the development of investment strategies, asset allocation models, and risk management frameworks, incorporating quantitative research insights.
• Become proficient in statistical techniques and quantitative models to assess portfolio and investment risk, estimate potential returns, and optimize portfolio construction in order to deliver performance attribution analysis, factor-based exposures, and portfolio optimization.
• Stay updated on the latest industry trends and research advancements in risk management, quantitative analysis, and portfolio construction methodologies.
• Collaborate with other groups within the Firm to offer quantitative support and industry specific input.
• Support the Investment Team with quantitative research and analysis of investment opportunities across various asset classes, including equities, fixed income, and alternative investments with a strong focus on risk management and portfolio construction.
• Evaluate and implement risk management techniques, such as hedging strategies, derivatives, and asset allocation adjustments to mitigate portfolio risks and enhance risk-adjusted returns.

Preferred Qualifications

• Professional certifications such as FRM, CQF, or CFA are desirable.