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Yoh, A Day & Zimmermann Company · 2 weeks ago

Senior Quantitative Analyst Hybrid- no visas please

Austin, TX

Full-time

Hybrid

Mid, Senior Level

$91K/yr - $130K/yr

5+ years exp

Yoh, A Day & Zimmermann Company is seeking a Senior Quantitative Analyst to perform advanced investment research and analysis. The role involves sourcing and validating investment data, conducting risk assessments, and developing tools to manage risks across various asset classes.

Bookkeeping and PayrollConsultingStaffing Agency

No H1B

Hiring Manager

Renu Goel

Responsibilities

Actively monitors and controls the portfolio’s overall and relative risk by assessing how different factors impact performance, using various risk reports such as asset class exposures, tracking error, Value at Risk (VaR), stress tests, scenario analysis, and liquidity metrics

Provide risk management oversight through quantitative assessment of market exposures through quantitative assessment of market exposures

Maintain standardized internal risk reporting

Evaluate total fund performance attribution and identify sources of active and structural risk

Participate in group discussions regarding potential impacts on portfolios

Performs quantitative due diligence for potential investment opportunities across all asset classes. Analyzes portfolio trends, risk exposures, and performance attribution. Supports investment decisions with data-driven analytics / research as needed

Assists with developing and maintaining models to give portfolio managers a better understanding of the range and distribution of potential outcomes of investment decisions in different market conditions

Designs, tracks and presents analytics that can be applied and measured consistently across multiple asset classes and investment types

Performs research related to investment strategies, best practices in predictive analytics and investment modeling, evaluation of current and prospective systems, and various areas of risk management and portfolio management

Performs qualitative and quantitative investment and risk analysis for potential investment opportunities and existing investments across all asset classes. Present results to external investment team members and to the Investment Committee

Produces and owns regular reports on portfolio performance, asset allocation, and exposures. Automates and enhances the production of quarterly board books and presentations to executive staff and Board committees

Assists in regular reporting with data acquisition, reconciliation, and normalization. Contributes to the production of regular reports and presentations to executive staff and Board committees

Participates in portfolio management and risk system evaluations and research to ensure implemented systems are aligned with industry best practices

Maintain and assist in the design of existing and new module/system implementations of information databases and investment-related systems and software

Design and build automated programs for data aggregation, data cleansing, and data transformation as a feed into any risk system as well as for enhanced analytics and formatting for Investment Team

Identifies and interprets patterns and trends, assesses data quality and eliminates irrelevant data. Supports the development of improvements in analytic techniques and capabilities. May include structuring of new data, automating data feeds, monitoring data quality, and reconciling multiple data sources

Automates, audits, and reconciles collections of data provided from various sources, including consulting or coordinating with fund managers, custodians, consultants, internal systems, and third-party contractors

Qualification

Quantitative analysisRisk managementData analysisPythonExcelFinancial applicationsCommunication skillsTeam collaborationProblem-solvingAttention to detail

Required

Graduation from an accredited college or university with a bachelor's degree in quantitative discipline (Business Administration, Engineering, Math, Statistics, Econometrics, Finance, Economics, or Computer Science)

5 years of full-time work experience performing quantitative data analysis or analyzing investment data

General knowledge of risk management principles and practices

Well-versed in analytical and financial applications (e.g. Bloomberg, FactSet, Python, Matlab, VBA, and / or other programming languages (e.g., C++, Gauss, Stata, R, C++, SAS…etc.)

Intermediate to Advanced Excel / Power BI skills

Preferred

Master's degree or PhD in quantitative discipline (Business Administration, Engineering, Math, Statistics, Econometrics, Finance, Economics, or Computer Science)

Experience using risk systems (MSCI HedgePlatform / RiskManager, MSCI Barra, Aladdin, TruView, etc.)

Experience in investment data analytics tools / platforms (Backstop, LPAnalyst, Axioma, MSCI Burgiss, eFront, Venn, etc.)

Experience using performance systems (Clearwater, Solovis, State Street system, etc.)

Knowledge of index families and benchmarking (MSCI, Bloomberg, S&P Global, HFR Database and IndexScope, Barclays Live, Cambridge, Preqin, etc.)

Certification in or working towards certification in one or more of the following: Chartered Financial Analyst (CFA), Chartered Alternative Investments Analyst (CAIA), Financial Risk Manager (FRM), Certificate in Investment Performance Measurement (CIPM)