Quantitative Investment Analyst, Multi-Asset

Role overview

Investment research and portfolios

• Develop strategic asset allocation and portfolio construction recommendations; contribute to new product and portfolio design and investment frameworks.
• Research and communicate investment views used as inputs for strategic asset allocation modeling.
• Review multi-asset portfolios against market opportunities, peer groups, relevant benchmarks, and current investment views.
• Conduct financial, quantitative, and statistical analyses, portfolio optimization, risk analysis, and scenario analysis.

Collaboration and capabilities

• Collaborate with Equity, Fixed Income, and Multi-Asset divisions and apply their resources and investment processes to portfolio evaluation and recommendations.
• Engage internal stakeholders and external clients, prospects, and consultants in the investment process.
• Maintain knowledge of global investment trends and firm capabilities, contribute to capital market assumptions, and represent the team's investment philosophy and processes.
• Contribute to a library of analytical capabilities that scales across users and use cases.

Required qualifications

• Undergraduate degree in a quantitative discipline, including economics, quantitative finance, natural sciences, or engineering.
• At least 3 years of relevant investment research or quantitative work experience; multi-asset investment experience is ideal.
• Advanced proficiency in an interpreted language such as R; basic proficiency in SQL and Git.
• Familiarity with Claude Code or an equivalent AI coding tool and experience with the Black-Litterman model.
• Strong understanding of investment concepts and portfolio optimization.
• Strong analytical and problem-solving skills, effective communication, attention to detail, and motivation.

Preferred qualifications

• A master's degree in a quantitative discipline is preferred.
• Python proficiency is preferred.

Work flexibility

• The position is eligible for hybrid working, with one day per week from home.