Quantitative Investment Analyst (Hybrid)
About the position The Quantitative Investment Analyst will support the investment team at IIM-US. This position combines investment expertise, data science, and modern AI techniques to manage the IIM-US data warehouse and support the investment team in achieving investment excellence.
Responsibilities
- Source, clean and validate large datasets including market data, fundamental security level data, macroeconomic data, and alternative data sources.
- Work to identify biases in the data and build robust research datasets and automated pipelines.
- Research, develop and test quantitative investment signals across rates, credit, sector allocation using statistical and machine learning techniques.
- Conduct rigorous back tests evaluating risk-adjusted returns, draw-down analysis, correlations and total returns.
- Development of data sets, models and tools to support portfolio construction by analyzing downside risks, scenario testing, stress testing, time-series and tracking error.
- Development of production-ready tools and workflows.
- Monitor performance, making changes/updates and evaluating performance versus expectations.
- Improve automation, reliability, scalability of quantitative analytics and reporting.
- Deploy models into scalable production environments leveraging automated workflows.
- Communicate quantitative insights clearly to portfolio managers, investment leadership and Intact investment leadership.
- Establish best practices for data infrastructure, quantitative tools and process and machine learning.
- Establish and maintain best practices for model validation, documentation, and reproducibility.
Requirements
- Bachelors degree in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field.
- 1-3 years of experience in a quantitative investing, research, or financial data science role.
- Experience in writing code, including, Python (required), C# and SQL (preferred); experience with time-series analysis, statistics and fixed income mathematical concepts.
Benefits
- Comprehensive medical, dental and vision insurance with no waiting period
- Competitive paid time off programs
- 401(k) savings and annual contributions of up to 12% of annual salary
- Mental health support programs, life and disability insurance, paid parental leave and a variety of additional voluntary benefits
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