Quant Specialist, Multi-Asset Class Investments in Boston, MA at Eliassen Group

Date Posted: 10/16/2020

Job Snapshot

  • Employee Type:
    Contractor
  • Location:
    Boston, MA
  • Job Type:
  • Experience:
    Not Specified
  • Date Posted:
    10/16/2020

Job Description

We have an exciting opportunity for a Quant Specialist to work on team supporting a variety of multi-asset class investment strategies and products across a large investment firm.  Work will focus on the multi-factor model risk analytics subject area.  Person will lead calculation/reporting production cycles, field requests for custom analyses, continuously leading development efforts to rapidly grow capabilities.

We will accept corp to corp or w2 contractors. For our w2 consultants, we offer a great benefits package that includes Medical, Dental, and Vision benefits, 401k with company matching, and life insurance.

Responsibilities:

  • Perform business/systems/data analysis, detailed process design, and thorough acceptance/quality testing across projects that acquire new data content, perform complex analytic calculations, and produce additional reporting capabilities used by investment professionals.
  • Coordinate daily/weekly/monthly production reporting cycles across the analytic environments. Ensure all required input data is available, processes run successfully, statistical output is accurate, and reports are accurately generated.
  • Respond to ad-hoc data analysis requests in support of projects performed by Quantitative Research Analysts including frequent high priority inquiries from other senior investment professionals.
  • Be the team subject matter specialist regarding multi-asset class risk analytics including model construction. Factor definitions, metric calculations and what the output statistics mean in the context of the portfolio management function.
  • Collaborate with business partners across multiple internal and external sources as part of the expansion and maintenance of these comprehensive data solutions.
  • Lead small to medium sized projects in a fast-paced environment.
  • Identify, research, and resolve all issues present in internally generated or vendor-supplied data to ensure outstanding data quality.

Requirements:

  • Proven experience in the financial services industry
  • Knowledge of securities, corporate actions, financial statement analysis, street estimates, pricing and performance data.
  • Investment industry experience, preferably in portfolio risk analytics or an investment research function of an investment management company.
  • Bachelor’s degree in finance, mathematics, engineering, or computer science. Progress towards a Master’s Degree, and/or CFA Charter is helpful.
  • Advanced level SQL and ability to traverse a wide array of database schemas across diverse content sets.
  • Highly analytical with the ability to quickly comprehend large data sets in order to develop new processes, perform calculations, identify anomalies, and/or produce new reporting capabilities.
  • Familiarity with quantitative analytics, predictive risk modeling and performance attribution.
  • Strong hands-on project leadership skills with the aim to complete sophisticated projects as a part of small teams within an extremely fast paced workspace.
  • Capability to collaborate closely with investment professionals to capture requirements and manage work of technical development teams.
  • Proactive and with the capacity to meet objectives under minimal direct supervision.
  • Advanced Python or Excel/VBA a plus.
  • Tableau or equivalent analytics tool experience a plus.
  • Experience with multi-factor risk models a plus

Job ID: 345957

About Eliassen Group:

Eliassen Group provides strategic talent solutions to drive our clients’ innovation and business results. Leveraging over 30 years of success, our expertise in IT staffing, Agile consulting, creative services, managed services, and life sciences enables us to partner with our clients to execute their business strategy and scale effectively. Headquartered in Reading, MA and with offices from coast to coast, Eliassen Group offers local community presence, deep networks, as well as national reach. For more information, visit http://www.eliassen.com.

Eliassen Group is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, pregnancy, sexual orientation, gender identity, national origin, age, protected veteran status, or disability status.

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