Quantitative Research Analyst
January 26, 2012Responsibilities
Develop and refine core quantitative investment tools
Develop approaches for measuring, analyzing, managing, and reporting fund risks
Create new techniques for analyzing performance relative to competitors
Provide practical guidance on enterprise development of quantitative tools
Support and enhance the money market investment process
Communicate vision, concepts, and methods effectively
Contribute to strategic investment and business discussions
Serve as a liaison between investment professionals and technology teams
Facilitate compliance with regulatory requirements
Create portfolio metrics to aid in managing against 2a-7 constraints
Develop effective stress tests and summary reports for 2a-7 funds
Determine eligible floating-rate indices and associated maturity guidelines
Respond to short-horizon requests for quantitative investment and market analysis
Formulate and solve relevant portfolio optimization problems
Construct and analyze model portfolios to meet new product needs
Create valuation models for instruments relevant to the money market
Qualifications
Expertise in technical problem solving and a strong background in practical mathematical modeling is required, supported by deep theoretical foundations in linear algebra, numerical methods, optimization theory, stochastic processes, and statistical analysis
Work experience in the fixed income area, including a good working knowledge of securities, markets, valuation methods, and portfolio concepts, is helpful
Experience in the money market area, including familiarity with Rule 2a-7, money market mutual funds, and current regulatory dynamics, is helpful
Strong interpersonal skills and an ability to work in a team environment are required
Highly developed oral presentation and technical writing skills are strongly preferred
Programming experience and a facility with relational databases (with specific working knowledge of Excel/VBA, MATLAB, and SQL) are preferred.
Categories: Market Intelligence |
Comments are closed.