Quantitative Research Analysts

  • 250,000
  • Irvine, CA, États-Unis
  • CDI, Plein-temps
  • Focus Capital
  • 30 janv. 18 2018-01-30

Global portfolio management team with almost 2 trillion under management is looking 3 quantitative analysts to work on asset allocation, asset pricing and asset liability management problems for their clients. Also looking for a credit risk quant in NY to develop default risk and portfolio credit risk models

  • Responsibilities include:
  • Developing new models which can be scaled broadly throughout the firm
  • Responding to ad-hoc client requests for data or analysis
  • Improving existing models and infrastructure
  • Collaborate across functional groups in order to provide analyses in a timely, efficient manner
  • Write technical documents including model documentation and client-focused thought pieces
  • . Deliver (and present) customized analyses to clients and prospects: Become a trusted investment advisor to help  win mandates across products and asset classes. 


  • Advanced degree required in math, engineering, statistics or related field
  • Minimum 3 years of direct experience in quantitative role in either a financial institution or an Insurance company
  • Prior experience in dealing with financial institutions is a plus
  • Strong quantitative background
  • Global experience a plus
  • Experience in Matlab, Python, and SQL required
  • Good general investment knowledge across asset classes and in particular securitized products   (MBS, ABS, CLO etc)
  • Knowledge of Insurance ALM Modelling, and Risk Based Capital would be plus