Quantitative Investment Analyst – Multi-Asset

Baltimore, Maryland
Commensurate with experience
Nov 05, 2018
Dec 13, 2018
Contract Type


The Quantitative Investment Analysts in the Research Group support the overall Multi-Asset Division through rigorous financial and quantitative/statistical analysis at the asset class level, covering the areas of strategic and tactical asset allocation, financial planning research, data/infrastructure, and product design.  Most of the group’s efforts are R&D oriented and project based in nature, requiring the Quantitative Investment Analysts to be generalists who can straddle the different areas of asset allocation research, and to be comfortable with varying degrees of computational rigor across different projects.  For this position we are seeking an individual who can operate independently and take on significant roles in our various projects.



Independently, or in collaboration with other analysts, under the guidance of the Director or Associate Director of Multi-Asset Research, execute Multi-Asset research projects that have been identified to meet the investment needs of the broader Multi-Asset Division.  Specific responsibilities may include:  

  • Identify the core issue and shape/design the project
  • Identify and absorb existing research on the subject (internal or external)
  • Identify (and procure) the most appropriate method/tool/dataset to address the issue
  • Execute the research
  • Communicate results to key stakeholders
  • Liaise with internal stakeholders and/or participate in firm-wide efforts that involve asset allocation topics
  • Execute operational duties, such as ongoing generation and maintenance of asset allocation related investment reports, data sets, or analytical infrastructure
  • Keep abreast of industry trends in the areas of asset allocation and quantitative financial techniques (e.g., reading applied academic literature, etc.)




  • Minimum of a bachelor’s degree in a quantitative discipline (e.g., Finance, Economics, Engineering, Math, Physics) with a strong Statistics background
  • Graduate degree in a quantitative discipline (e.g., Finance, Economics, Engineering, Math, Physics) with a strong Statistics background preferred
  • Strong academic credentials and evidence of ability to independently deliver results
  • Solid and broad understanding of financial markets across asset classes, supported by coursework and practical experience
  • Commitment to obtain a CFA charter
  • Experience conducting empirical financial research and working with large data sets
  • Substantial experience programming in Matlab, Splus/R, and SQL
  • Strong analytical and problem solving skills; willingness to learn new approaches to problem-solving
  • Ability to work independently as well as a part of a team
  • Well-developed oral and written communication skills (ability to gauge audience and to distill complicated analytical concepts down to the right level for various audiences)
  • Healthy tolerance for ambiguity and constructive attitude (ability to deliver on fuzzy objectives, and to tolerate mid-stream changes in project objectives or process)
  • Very pragmatic individual (able to appropriately apply varying levels of precision to different projects based on the nature of the project and surrounding circumstances)
  • Ability to multi-task and to simultaneously push forward several projects



  • CFA charter
  • More substantial experience (3+ years) applying quantitative analysis to topics involving asset allocation, such as tactical asset allocation and advanced portfolio construction techniques
  • Experience with “alternative” assets (such as hedge funds and private equity) in an asset allocation context
  • Experience in project management/project-based environments