Senior Quantitative Portfolio Strategist

2 months ago

New York, New York, United States Garrison Associates, LLC Full time
Senior Quantitative Portfolio Strategist

Garrison Associates, LLC is seeking a highly skilled and experienced Senior Quantitative Portfolio Strategist to join their Portfolio Analytics Group.

Job Summary

The successful candidate will be responsible for owning and enhancing existing manager selection, market risk, attribution, and reporting analyses, as well as developing and maintaining the analytics platform underlying the firm's manager selection activities.

Key Responsibilities
  • Core Routine Analytics:
    • Own and enhance existing manager selection, market risk, attribution, and reporting analyses
    • Ensure consistency and accuracy of system outputs and reports published by the Portfolio Analytics Group
    • Collaborate with the Quant Dev team to implement enhancements in calculations and reports
    • Work on multiple projects simultaneously, including ad-hoc analyses, data visualization, and calculating metrics concerning current portfolio and risk issues
    • Create documentation of calculation frameworks, output data, and report generation
    • Provide recommendations to improve calculations, methodologies, and systems
    • Mentor analysts on the team and take on some less complex managerial responsibilities
  • Projects for Improvements and Updates to Analytics:
    • Own and execute projects for improvements to the analytics frameworks
    • Collaborate with Investments, Risk, PAG, and IT teams
  • Ad-hoc Research and Analyses:
    • Provide analytical support to CIO, CRO, and PMs in ad-hoc custom research analyses
    • Recommend solutions and keep stakeholders informed
    • Utilize analyst assistance when necessary
Requirements
  • Innate Curiosity and Meticulousness:
    • Natural curiosity to understand the intricacies of systems at a fundamental level
    • Ability to delve into the mechanics of processes
  • Exceptional Communication and Relationship-Building Skills:
    • Strong communication skills
    • Ability to foster relationships with demanding stakeholders
  • Analytical Problem-Solving Expertise:
    • Proven analytical and conceptual problem-solving track record
    • Ability to navigate complex risk frameworks
  • Project Management Proficiency:
    • Ability to manage numerous mini-projects
    • Set realistic yet ambitious milestones
    • Manage communication with stakeholders
  • Foundational Investment Theory Knowledge:
    • Deep understanding of investment theory
    • Experience and knowledge in calculating and managing "beta" and "alpha"
    • Comprehension of how factors and styles contribute to systemic (beta) risk
  • Ownership and Outcome-Oriented Mindset:
    • Strong ownership mindset around outputs and calculation frameworks
    • Ability to focus on achieving outcomes
Desired Background
  • Experience:
    • 5-8 years of relevant experience in portfolio construction, manager selection, or portfolio analytics
    • Experience at a first-class investment firm, allocator, or quantitatively oriented equities or macro hedge fund
  • Education:
    • Graduate degree in financial engineering, computational finance, economics, statistics, computer science, finance, mathematics, or related quantitative field
  • Skills:
    • Strong analytical and quantitative skills
    • Strong communication skills
    • Strong knowledge of Excel/VBA, Tableau, Python

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