Quantitative Analyst - Systematic Portfolio Construction (spc)

Capital Partners Mortgage LLC

Multiple Locations
Base: $206,400-$303,600; bonus/equity: individual ...
Portfolio optimization
Systematic strategies
Quantitative research
Conduct rigorous peer-reviewed quantitative research and analysis leveraging knowledge of portfolio optimization, trading strategies, and portfolio analysis to develop effective systematic strategies

Job Summary

  • Conduct rigorous peer-reviewed quantitative research and analysis leveraging knowledge of portfolio optimization, trading strategies, and portfolio analysis to develop effective systematic strategies.
  • Partner with QRA leadership, Portfolio Strategy Management leadership, and Investment Group associates to identify quantitative research and analytical priorities and translate them into coherent approaches.
  • In addition to a highly competitive base salary, you will be eligible for an individual annual performance bonus, plus Capital's annual profitability bonus plus a retirement plan where Capital contributes 15% of your eligible earnings.

Matching Summary

Conduct rigorous peer-reviewed quantitative research and analysis leveraging knowledge of portfolio optimization, trading strategies, and portfolio analysis to develop effective systematic strategies.

Salary

Base: $206,400-$303,600; Bonus/Equity: individual annual performance bonus, Capital's annual profitability bonus; Benefits: retirement plan where Capital contributes 15% of eligible earnings

Skills & Requirements

Must-have

  • portfolio optimization
  • systematic strategies
  • quantitative research
  • quantitative programming languages
  • Python Julia or R

Nice-to-have

  • collaborative problem-solving
  • continuous learning
  • investment process integration
  • leadership within QRA team

Key Requirements

  • 10-15 years of relevant experience
  • Advanced degree (MFE, MSc, PhD) or equivalent experience
  • Demonstrable expertise in quantitative programming languages
  • Working knowledge of optimization software and libraries

Work Rights

Not specified

Tailored Resume

Cover Letter