Northern Trust
Quantitative Research, Sr. Associate (Finance)
ROLE SUMMARY
Responsible for supporting the global quantitative strategies team (USA, Hong Kong, London, Melbourne and Bangalore) and the fixed income portfolio management team in generating cutting-edge quantitative research across both Fixed Income and Equity asset classes.
PRIMARY DUTIES AND RESPONSIBILITIES
•Strong knowledge of the established asset pricing and factor anomaly literature. Familiarity with seminal works in asset allocation, risk budgeting and risk management also desired.
•Conducts empirical research in equity and public fixed income markets.
•Familiarity with non-linear optimization algorithms, constraint attribution and risk model construction strongly desired.
•Interprets and communicates company and industry trends, financial market changes, and investment research results to portfolio managers and clients.
•Reviews and analyzes the assets of investment portfolios to determine whether the portfolio's current holdings are meeting the portfolio objectives; makes buy and sell recommendations as appropriate.
•Develops and identifies new investment ideas or opportunities.
REQUIRED KNOWLEDGE AND SKILLS
•Knowledge of investments and the financial markets, usually acquired by an advanced degree and related experience, is required to analyze investment data and make investment recommendations.
•Familiarity with fundamental, market data and analytics in Equity and Fixed Income markets.
•Fixed Income trading experience in Corporate Bonds, Interest Rate Swaps etc. is preferred.
•Presentations skills are needed to communicate investment recommendations.
•Coding ability in SAS, Python, Matlab, R, SQL etc. is assumed.
•Expertise in financial econometrics is assumed.
•An understanding of Machine Learning, optimization, Transaction Cost modelling or Data visualization is a plus.
•At least 2-5 years of empirical fixed income and equity research experience.
REQUIRED EDUCATION AND EXPERIENCE
•Master's degree in finance, economics, mathematics or related field required.
•5+ years of quantitative investment or financial analysis experience.