Equities Portfolio Research Specialist

Job Title:

Equities Portfolio Researcher

Job Description:

The fund's Global Risk Management department is responsible for identifying, measuring, managing, and reporting on the risks associated with equities portfolios. We are seeking an intellectually curious and dedicated Equities Portfolio Researcher to join our team. This position offers a unique opportunity to research and develop a variety of quantitative models, analytics, and tools that are utilized by our portfolio managers as well as senior management in making strategic decisions. This role is particularly suited to individuals with a passion for quantitative finance, applied statistics, portfolio analysis, and risk analysis.

Responsibilities

• Research and develop equity factor models, thematic factors, and portfolio/risk analytics that are central to the risk management of equity portfolios
• Perform tactical quantitative research to respond to a variety of questions coming from business managers as well as senior management
• Partner with the technology department to streamline the transition of quantitative models and tools into production environments
• Collaborate with risk, portfolio, and business managers to ensure accurate application of the quantitative models and tools in day-to-day workflows
• Explore new datasets and quantitative models provided by internal/external sources to continuously enhance our quantitative offering
• Prepare presentations and reports to business managers and senior management to effectively communicate our research findings and new models/analytics

Company Requirements:

• The ideal candidate should have a degree in a technical or quantitative field. Master’s or Ph.D. in finance or economics preferred
• 5 years of experience in a quantitative research role in a financial organization, with a focus on equities
• Strong programming skills, prior experience with Python (Polars and/or Pandas) and SQL
• Prior experience in factor modeling, quantitative portfolio models, and portfolio/risk analytics
• Experience developing/using fundamental equity factor models such as MSCI or Axioma is highly desirable
• Strong written and verbal communication skills, with the ability to communicate with senior managers across the organization
• Intellectual curiosity, ability to work independently on open-ended research questions