Quantitative Research Analysts

  • 200,000
  • Irvine, CA, USA
  • Permanent, Full time
  • Focus Capital Markets
  • 06 Oct 17 2017-10-06

Global portfolio management team with almost 2 billion under management is looking 3 quantitative analysts to work on asset allocation, asset pricing and asset liability management problems for their clients

  • Responsibilities include:
  • Developing new models which can be scaled broadly throughout the firm
  • Responding to ad-hoc client requests for data or analysis
  • Improving existing models and infrastructure
  • Collaborate across functional groups in order to provide analyses in a timely, efficient manner
  • Write technical documents including model documentation and client-focused thought pieces
  • . Deliver (and present) customized analyses to clients and prospects: Become a trusted investment advisor to help  win mandates across products and asset classes. 

REQUIREMENTS

  • Advanced degree required in math, engineering, statistics or related field
  • Minimum 3 years of direct experience in quantitative role in either a financial institution or an Insurance company
  • Prior experience in dealing with financial institutions is a plus
  • Strong quantitative background
  • Global experience a plus
  • Experience in Matlab, Python, and SQL required
  • Good general investment knowledge across asset classes and in particular securitized products   (MBS, ABS, CLO etc)
  • Knowledge of Insurance ALM Modelling, and Risk Based Capital would be plus