Senior Quantitative Analyst

About the role

The Senior Quantitative Analyst will investigate portfolios and strategies to develop a deep understanding of L/S investment processes, risk profiles, portfolio construction, and investor behavior. They will conduct innovative and scientific research to identify and model macro and fundamental drivers of performance and risks. They will develop analytics, quantitative tools, and analytical frameworks to attribute performance, monitor risks, and evaluate portfolio construction. They will also identify and manage new datasets that support investment decisions and risk management processes. Finally, they will deliver research findings and make recommendations to PCA teammates, portfolio managers, and senior leadership.

Responsibilities

• Investigate portfolios and strategies to develop data-driven, in-depth comprehension of L/S investment processes, risk profiles, portfolio construction, and investor behavior
• Conduct innovative and scientific research to identify and model macro and fundamental drivers of performance and risks
• Develop analytics, quantitative tools, and analytical framework to attribute performance, monitor risks, and evaluate portfolio construction
• Identify and manage new datasets that support investment decisions and risk management processes
• Deliver research findings and make recommendations to PCA teammates, portfolio managers, and senior leadership

Requirements

• Build collaborative relationships with portfolio managers
• Develop a deep understanding of each portfolio manager’s investment approach
• Perform research and build analytics to identify opportunities to improve investment process, risk management, and portfolio construction

Qualifications

• Masters or PhD in a quantitative or engineering discipline
• Strong technical, quantitative, and communication skills
• 3-7 years of experience in a quantitative research or risk management capacity covering equities investing
• Strong background in Statistics/Math/Econometrics
• Strong technical skills with high level of proficiency in Python and SQL
• Understanding of fundamental long/short sector investing and equity markets
• Ability to manipulate and synthesize large data sets
• High-energy personality and the ability to manage multiple tasks and deadlines in a fast-paced environment
• High degree of drive – must be a self-starter
• Strong communications skills, with the ability to communicate clearly and concisely to senior management and fundamental portfolio managers
• Strong interpersonal skills and a team player, with the ability to work collaboratively with all levels of staff and to thrive in a team-oriented environment
• A commitment to the highest ethical standards and to act with professionalism and integrity