The role involves developing next-generation multi-asset portfolio construction and alpha-generation frameworks using quantitative research and applied AI
Job Summary
The role involves developing next-generation multi-asset portfolio construction and alpha-generation frameworks using quantitative research and applied AI.
Candidates will contribute to tactical multi-asset modeling with an explicit focus on MENA markets, including liquidity analysis and regional strategy customization.
The team operates as a small, high-impact group within State Street Investment Management, managing strategies for some of the world's largest institutional investors.
Matching Summary
The role involves developing next-generation multi-asset portfolio construction and alpha-generation frameworks using quantitative research and applied AI.
Skills & Requirements
Must-have
Python or R programming skills
Multi-asset portfolio construction experience
Tactical asset allocation modeling
Machine learning applications in finance
Data engineering and production workflows
Nice-to-have
Derivatives-only mandate experience
MENA market knowledge and regulations
NLP and agentic AI framework expertise
Scores-to-alpha mapping frameworks
Client collateral development skills
Key Requirements
Bachelor's or Master's degree in quantitative discipline
Minimum 3 years of quantitative research or investment technology experience
Strong background in econometrics, optimization, or stochastic calculus