Quantitative Research Analyst, Systematic Asset Allocation Strategies
Strategic Advisers Quantitative Research team partners with the broader Strategic Advisers investment teams to produce strong risk‐adjusted performance for the wide range of Multi Asset Class investment solutions for our managed accounts clients.
You will conduct research as a member of the systematic multi asset class investment team. You will contribute to the investment team’s successes with thorough analysis and investment recommendations that are based on quantitative analysis.
Your primary objectives will include expanding our existing investment methodologies across multiple account types and tax registrations (taxable, tax deferred and tax-free) to incorporate workplace managed accounts into our unified investment framework. A significant focus of your work will be on portfolio construction and optimization to deliver optimal asset allocation and asset location for workplace managed accounts.
You should enjoy working within a team environment and are expected to offer strong communication, programming, and analytical skills. You should be able to translate portfolio management requirements into quantitative projects and present the results in an investment oriented and intuitive way.
You will work at our headquarters in Boston, Massachusetts and will report to the team lead.
Work within the systematic multi asset class investment team to improve risk-adjusted performance and to help our clients to achieve their investment goals:
? Collaborate with the broader investment team to enhance our unified investment framework for workplace managed account clients
? Enhance funds level alpha models that will impact the portfolio positioning under different market environments.
? Evaluate asset/factor allocation and rebalancing strategies under different market and economic conditions
? Collaborate with the broader research and investment groups.
? Be able to clearly communicate and rationalize specific recommendations
? Very solid programming and database skills, e.g., R, Python, Matlab, SQL
? Strong communication and presentation skills, in particular in regards to translating complex quantitative analysis into meaningful and applicable investment solutions
? Deep knowledge of portfolio construction, optimization, and factor allocation across asset classes
? Knowledge of capital markets dynamics
? Experienced in the use of financial tools like Bloomberg, FactSet, or other portfolio analysis and asset allocation tools
? Experience in quantitative investment research and portfolio construction particularly for multi asset class investment processes
? PhD/MS in a related field (Finance, Engineering, Mathematics, etc.)
? CFA preferred
The following values are considered to be fundamental to the way in which our company operates:
? Intellectual curiosity