State Street - Quant Research Role - Investment Management - Multi Asset Solutions

State Street Investment Management is the asset management business of State Street Corporation, one of the world's leading providers of financial services to institutional investors with over $5.5 trillion in assets under management and a heritage dating back over two centuries. Backed by the strength and stability of the State Street organization, SSIM makes continual investments in asset management and client servicing platforms, resulting in a client-focused, solutions-driven orientation.

State Street IM's Investment Solutions Group (ISG) is a team of 80+ investment professionals running multi-asset class portfolios for some of the world's largest, most sophisticated investors. We skillfully manage strategies across global, tactical and strategic benchmarks, bringing a deep understanding of the myriad risk and return drivers behind each asset class to every investment decision we make.

Responsibilities:

- Active involvement in developing models for medium term alpha-generation across all asset classes.

- Build an appropriate code base for implementing the fixed income total return strategies. The platform should be able to handle strategies constantly expanding in sophistication & breadth.

- Create end to end infrastructure for data gathering, data cleaning, signal generation & portfolio implementation for the strategies.

- Participate in series of associated projects focused on advanced volatility forecasting techniques

- Over the time, role may expand to cover other multi-asset investments models research.

Qualifications:

- Bachelor's/Master's Degree in finance, econometrics, science/engineering or another highly quantitative subject

- Strong quantitative background, ideally in econometrics or stochastic calculus

- Minimum of 3 years of quantitative development experience in the financial industry using R/Python

- Experience in quantitative financial research and analysis; familiarity with Factset, Bloomberg and other similar providers

- Excellent interpersonal, communication and presentation skills