Quantitative Analyst

The Global/International Quantitative Analyst will focus on integration of quantitative and fundamental sources of alpha, work closely with other quantitative analysts on a variety of quantitative research topics, and work with fundamental analysts to generate new ideas for quantitative research. This entails developing and enhancing quantitative stock selection models, analyzing metrics of risk management, determining optimal portfolio construction, and providing disciplined frameworks to enhance the active management process. Performance will be evaluated along several dimensions including investment performance and the delivery/quality of the stated research agenda. The position requires both strong quantitative/technical skills coupled with an ability to communicate and integrate into the portfolio management processes. A strong interest in the financial markets is a plus. The individual will be working closely with quantitative analysts and members of the portfolio teams. Primary Duties and Responsibilities ? Specify and design quantitative alpha models, screens, and investment strategies for the Global/International Teams ? Conduct portfolio construction research to specify ?optimal? portfolio characteristics ? Provide quantitative analysis to support the Global and International investment processes ? Develop the models, tools, infrastructure and quantitative disciplines to support the decision-making ? Translate financial theory and quantitative techniques into usable tools to support the investment process ? Advocate the use of quantitative analytics and disciplines in the decision-making processes ? Provide support to other areas in the enhancing of technology infrastructure and analytic tools Education/Work Experience ? Undergraduate degree in math, statistics, computer science and/or engineering ? CFA, MBA or graduate level finance/mathematical related degree a plus ? 3 to 5 years work experience at another financial services firm in the area of quantitative research/analysis Essential Skills/ Characteristics ? Strong knowledge of financial, mathematical, and statistical theory and practice ? Strong ability to effectively communicate quantitative topics and concepts and to translate research into usable, value-added tools and information ? Strong technical skills including computer literacy in database and statistical packages: C++, Matlab, S-Plus, R, SAS, Stata, Clarifi, Factset, Bloomberg, SQL, Oracle, etc. ? Experience in working with financial data of non-US companies ? The ability to ?think outside the box? and approach quantitative problems from a unique perspective ? Excellent interpersonal and written/oral communication skills ? Superior independent decision making abilities, self motivation and discipline, coupled with the desire to thrive in a team oriented environment ? Strong work ethic, with a commitment to generating superior investment results for the Global and International teams ? Potential and willingness to undertake increased responsibilities as demands increase