Associate Director, Real Assets Quantitative Analyst

Major Responsibilities/Activities

• Conduct quantitative and applied investment research to develop and enhance tactical and dynamic asset allocation signals for real assets.
• Contribute directly to portfolio construction, risk budgeting, and allocation decisions, including the use of Black-Litterman-style and other optimization frameworks.
• Own and evolve risk models and scenario frameworks used to inform PM decision-making.
• Manage ingestion and validation of S&P Xpressfeed, Bloomberg, Datastream, and internal datasets.
• Maintain and enhance Python backend code and API services with strong engineering discipline.
• Own daily production runs, monitoring, and issue resolution for a live dynamic allocation model.
• Support Angular and/or Power BI front-end components used by the PM.
• Clearly document methodologies, assumptions, and model changes.

Minimum Requirements

• Minimum 3 years of relevant experience in quantitative research, systematic investing, or quantitative development.
• Advanced degree in a quantitative discipline or equivalent demonstrated expertise.
• Strong foundation in statistics, econometrics, optimization, and asset return modeling.
• Advanced working knowledge of investment theory and practice.
• Expert-level Python and SQL skills.
• Experience supporting live production investment models.
• Strong written and verbal communication skills.
• Demonstrates inclusive behaviors in support of a culture that values diverse perspectives.
• Agrees to comply with the firm’s hybrid work policy ("work from home policy," as aligned with the Company’s employee handbook).

Preferred

• Exposure to real assets or multi-asset allocation strategies.
• Experience with S&P Xpressfeed market data.
• Angular, Power BI, SSRS or similar analytics front-end experience.
• Familiarity with hybrid on-prem / cloud infrastructure.