Associate Investment Engineer - Parametric

About the role

We are looking for a quantitative investment professional with excellent coding skills who loves turning research into systematic, rules-based equity portfolios. Successful applicants will be intellectually curious, self-driven, and enjoy solving open-ended problems and operating in a lively, client-facing environment.

Primary Responsibilities

• Work with senior team members to answer complex investment questions
• Contribute to development of proprietary investment strategies and client-directed mandates, and maintain related documentation
• Prepare ad hoc analysis such as performance attributions, risk decompositions and back-tests with limited oversight
• Contribute to maintenance and enhancement of proprietary investment strategies and client-directed mandates, and work across the firm to keep all stakeholders aligned
• Contribute research for internal briefs, white papers, and journal articles to help firm demonstrate thought leadership in investment areas of focus
• Support direct sales and client service activities by providing research and analysis
• Generate data and analytics used in Investment Committee meetings and Marketing content
• Utilize and contribute to internal Python and R libraries that support our business activities
• Uphold department reputation through professionalism, accuracy, and responsiveness
• Participate in process improvement and technology development efforts
• Develop and maintain a specialized knowledge of all relevant Parametric products
• Assume other responsibilities as required

Job Requirements

• Bachelors degree, preferably in a quantitative or financial discipline required
• 4+ years investment industry experience
• Demonstrated ability to effectively communicate complex quantitative and investment concepts
• Working knowledge of probability and statistics, matrix algebra and mean variance optimization
• Experience with equities and equity factor models
• Experience with Factset, Bloomberg, or Refinitiv / Eikon
• Advanced knowledge of Excel, preferably including VBA
• PREFERRED: Masters degree or CFA preferred, and may be considered in lieu of equivalent experience
• Experience with performance attribution and risk decomposition preferred
• Programming experience in Python or R preferred, preferably both
• Experience with Github or similar source code management tools preferred
• Snowflake experience and experience writing SQL queries preferred
• Must possess a high level of initiative, attention to detail and a strong sense of urgency
• Must possess excellent communication and strong analytical writing ability
• Must possess strong organizational and prioritization skills in order to meet deadlines