Solutions Quantitative analyst
- New York, NY, USA
- Permanent, Full time
- QS Investors
- 24 Aug 18
The Multi-Asset Research and Solutions team develops QS’ investment capabilities and leverages them to create innovative portfolio solutions tailored to meet client objectives.
~~QS Investors is seeking a Quantitative Analyst to join the Multi-Asset Research and Solutions Team in New York
QS Investors, LLC is an investment firm providing asset management and advisory services to a diverse array of institutional and retail clients. Formed in 1999 as the quantitative platform of a larger global asset manager, QS Investors became an independent investment advisor in 2010. The firm became a wholly-owned, independently-managed affiliate of Legg Mason in 2014. We serve clients globally from offices in New York City & Boston. The multi-asset platform offers a range of outcome-oriented investment products and solutions including Target Date and Target Risk Funds, Risk Managed Funds, Multi-Asset Alternative strategies, Global Tactical Asset Allocation and customized solutions.
The Multi-Asset Research and Solutions team develops QS’ investment capabilities and leverages them to create innovative portfolio solutions tailored to meet client objectives. In-house capabilities include strategic and tactical asset allocation, portfolio optimization, and drawdown and volatility management. Portfolio solutions are developed as part of a multi-disciplinary team bringing together expertise from research, portfolio management, and investment strategy.
Key Responsibilities include:
• Designing and testing client driven investment solutions working as part of a multi-disciplinary team
• Development and maintenance of research platform: programming in MATLAB to maintain and test existing models and develop new capabilities; maintain and extend a database covering various assets and investment strategies
• Portfolio construction research: evaluate portfolio construction approaches and techniques through simulation
• Risk modeling: maintain and test existing risk models and risk modeling methodologies, and develop and implement new approaches to risk modeling
• Factor research: test factors across multiple asset classes
• Transaction cost modeling: maintain and test existing cost models, and develop and implement new approaches to transaction cost modeling
• Preference for 3-5 years of industry experience
• Strong programming skills with experience in MATLAB and Python; object oriented programming experience a plus
• The ideal candidate will have a graduate degree, and will have focused on either Finance or Economics in one degree and on one of Statistics, Applied Math, Operations Research, Engineering, or Computer Science in another; CFA a plus
• Good understanding of financial markets – particularly from a multi-asset perspective
• Excellent interpersonal skills; enjoys working as a member of a team as well as on an individual basis
• Good written and presentation skills