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Global Multi-Asset Team Junior Quantitative Analyst - Perm
Ref No.: 18-00561
Location: New York, New York
Job Description:

Our direct client is a global provider of investment products and services to institutional clients across multiple asset classes. The Firm offers a wide range of global equity, fixed income and asset allocation solutions across both public and private markets.

The Global Multi-Asset team applies a top-down macro investing approach across a variety of asset classes, including global stocks, bonds, currencies and commodities. The team manages ~$8bn in assets for a diverse range of clients in both on and offshore mutual funds and separately managed institutional accounts.
The Global Multi-Asset (GMA) Team Junior Systems/Data Analyst will support the team's quantitative research efforts, as well as support, improve, and expand the GMA team's macroeconomic and quantitative research platform, an integral part of its portfolio management activities. The position will work directly with the team's research analysts and portfolio managers. Excellent organizational skills and attention to detail are required. The position level for this role is Analyst.

Key Responsibilities:

Support existing quantitative data team in the following areas:
  • Assisting with development, programming, documentation, maintenance, production and improvement of the functions, models (fundamental and quantitative), spreadsheets, indicators and charts used by PMs and analysts for identifying attractive asset classes, markets, sectors, industries and themes (with a top-down focus rather than on security selection).
  • Expanding the teams security / factor data set and performing related analysis and research
  • Helping to maintain, organize, and expand existing 3rd party and proprietary financial and economic databases, including development of data loaders, locating new sources of data as well as individual data series, and developing and maintaining conventions and processes for data objects.
  • Assisting with the development and process workflow with respect to the GMA research platform
  • Helping to maintain and improve the team's internal website used for research distribution and retrieval.
  • Assisting with marketing materials and presentations related to research topics.

Requirements:
  • Successful candidates will have a strong track record of professional and academic performance, a demonstrated ability to problem solve independently, exceptional organizational skills, and a detail-oriented approach.
  • Ideal candidate would have a degree focus in Computer Science or Financial Mathematics, with some Statistics/modeling or Economics/Finance background; CFA program participation a plus.
  • High level of computer literacy on Microsoft Windows platforms required, including excellent MS Excel skills and ability to program in a script language (VBA/C#, C++, Python, Javascript/HTML/CSS, etc); familiarity with financial data providers (Thomson Datastream, Global Insight, etc.) is a plus; experience with relational databases (Sybase/SQL) is a plus. Familiarity with statistical software (Matlab, R, Splus, etc) also is a plus.
  • Exposure to or experience in factor / style investing a plus