Associate, Quantitative Investment Strategist, Asset Allocation

Key Responsibilities

• Develop asset allocation solutions for the investment portfolio, and perform optimizations focused on asset-liability management, return enhancement, and capital efficiency
• Monitor investment activities, including exposures, capacities, liquidity, sector allocations, and concentration risks
• Conduct research on capital market assumption models, enhance existing quantitative processes, and develop new financial models and optimization techniques
• Recommend trading and rebalancing strategies to improve portfolio performance, capital deployment, and overall balance sheet management
• Evaluate relative value and rebalancing opportunities across credit and other fixed income asset classes

Requirements

• 4+ years’ experience in an investment role, preferably in cross-asset strategies and portfolio constructions
• Advanced degree in finance, financial engineering, statistics or similar quantitative field from a top university
• Strong understanding of quantitative portfolio construction and optimization techniques (including that of fixed income and liability-hedging portfolios)
• Extensive experience and expertise in both top-down and bottom-up investment analysis, including ALM for onshore and offshore portfolios, strategic/tactical asset allocation, multi-strategy investing, and fixed income portfolio management
• Solid programming skills in Python, SQL, Excel/VBA
• Ability to clearly articulate ideas, both written and oral, to internal and external audiences across levels of seniority; strong Excel, Word, and PowerPoint skills are essential
• Capital markets knowledge with experience in a variety of asset classes including corporate bonds, securitized products, mortgage loans and derivatives
• Ability to multi-task and work in a very fast-paced and team-oriented environment
• Experience in an insurance CIO office is a plus
• CFA designation is a plus

Pay

Salary Range: $150,000 - $180,000

Our compensation structure is comprised of a base salary and a short-term incentive program (cash bonus). Cash compensation tends to vary based on geography to account for local market conditions and is set to be market competitive. Compensation decisions are based on a number of factors including relative experience, overall years of experience, industry experience, education, and designation.