Quantitative Research Analyst: Investments

Job Description:

 

About the Kauffman Foundation Investment Office:

The Ewing Marion Kauffman Foundation (www.kauffman.org) manages $2.4 billion in a fund of funds, multi-asset class global portfolio that includes hedge funds, private equity, fixed income and marketable securities.  The portfolio’s objective is to earn risk-adjusted returns comparable to the Morgan Stanley All Country World Index (ACWI) over time. 

 

The Kauffman Foundation is seeking a creative and energetic professional to fill the senior Quantitative Research Analyst role that reports directly to the Chief Investment Officer.  This person should have experience in finance and derivatives problem-solving, as well as experience in pattern recognition and Monte Carlo simulation techniques.  The foundation seeks a player/coach with algorithm development skills. 

 

Responsibilities:

 

Work closely with investment management team to develop a variety of asset allocation and investment models, and a robust portfolio risk analysis and opportunity cost measurement system.  

 

Should have experience/strong familiarity with signal and image processing, classification models, clustering, time series data, handling large data sets, etc.  

 

Lead research and investigation into alpha generation techniques for the foundation’s portfolio.

 

Identify and build necessary data infrastructure and tools for the investment group, including investment “dashboards” that establish manager compliance with Investment Management Agreements (IMAs), strategies to consolidate third party data feeds, and historical fundamental and price databases to be used in data simulations.

 

Work closely with the Chief Investment Officer to build project priorities based on hypothesis and empirical validation.

 

Qualifications:

 

Thorough understanding of financial modeling techniques, with 5+ years of experience in the financial industry;

 

MA or equivalent experience in Mathematics, Statistics, Informatics, Physics, Engineering or related quantitative field preferred;  

 

Fluent in C/C++ and/or Java and in Matlab; 



Should be familiar with Matlab Financial Toolbox;

 

Expert level knowledge in at least one of the following: probability, statistics, time series analysis, differential evolution (DE) optimization.

 

The Kauffman Foundation is an Equal Opportunity Employer.