The Quantitative Investment Solutions (QIS) Analyst supports the firm’s quantitative alpha generation by identifying, researching, developing and testing quantitative investment strategies and predictive analytic models for investment decision support.
The QIS Analyst uses traditional statistical and machine learning data science methods applied to time series and alternative data sources to identify and manage algorithms that can be used to: identify investment signals; predict movements in: macro systematic factors; sectors or issuer performance; and/or inform portfolio positioning and risk; in the Fixed Income markets.
The QIS Analyst collaborates on the identification of quantitative alpha generating ideas and works more independently on: sourcing, validation and scrubbing of source data; development of quantitative algorithms using statistical programming languages; testing, monitoring and tuning developed methods; and documenting and supporting implemented strategies.
Producing these quantitative analyses requires a strong quantitative background including a deep knowledge of statistics and working experience with machine learning, statistical programming skills, and ideally a keen understanding of the fixed income markets, market theory, and portfolio construction.
Along with the specified responsibilities and competencies, we are looking for a self-motivated and detail oriented individual who possesses a positive, “can do” attitude, works effectively as a team member in a collaborative environment, and has a keen interest in a quantitative career in the financial markets.