Innova Solutions - Quantitative Research Analyst

Quantitative Research Analyst (Portfolio- construction)

- The analyst will play a key role in developing research and analytics to support the firm's investment strategies.

- This role will support quantitative initiatives that include systematic strategy development, portfolio advisory, alpha generation, risk management, and integration of quantitative analytics and data science within the firm's fundamental investment platform.

Main Responsibilities :

- Apply econometric and machine learning techniques across a range of quantitative and data science research initiatives to identify alpha enhancement opportunities across strategies and support product development initiatives.

- Provide portfolio advisory including application of portfolio construction and optimization techniques across strategies to calibrate risk-return profile and create portfolio efficiencies.

- Work with PM's across investment teams to better integrate quantitative and data science within a fundamental investment framework. Investment team's global infrastructure, natural resources, commodities, fixed income, and macro.

- Research and evaluate appropriate hedging and alpha enhancing strategies using equities, fixed income, and currency derivatives including options, futures and swaps.

Key requirements :

- 3-9 years of quantitative finance experience.

- Proficient knowledge of econometric, machine learning, and data science techniques.

- Good understanding of portfolio construction and optimization techniques.

- Experience within an asset management would be an asset.

- Strong oral and written communication skills

- Role - business domain experts in investment management, responsible for linking the productivity of the data science group directly to the businesses to drive performance

- Mindset - resilient project juggler, visionary for "quant-amental" investment management.

- Languages - SQL, R, SAS, Python, MATLAB, Java

- Skills - database systems (SQL & No-SQL), predictive modeling, quantitative investment management, macro investing, data visualization, conscious listening and storytelling

- Background : finance, accounting, CFA, statistics, math, software engineering.

Key Characteristics :

- Willing to find answers on their own, hybrid programmer/investment professional

- Voracious acquirer of academic research in alpha and portfolio construction

- Interpersonal; capable of explaining complex investment ideas to investment professionals who are not entirely familiar with them, friendly but relentless.