Quantitative Researcher, Model Portfolio Solutions

You are joining the Multi-Asset Strategies & Solutions (MASS) team, which is the investment group that sits at the heart of portfolio construction, asset allocation, and active management. MASS draws on the full toolkit of the firm's index, factor, and alpha-seeking investment capabilities to deliver investment outcomes and ground-breaking alpha insights.

Position Overview:

The Model Portfolio Solution (MPS) team is seeking an Associate to join and support the global team of investment researchers, portfolio managers, and client strategists in the development and management of multi-asset model portfolios. This role requires strong analytical, quantitative, and programming skills and the ability to work and communicate in a global team spread across time zones. Given the focus on multi-asset approaches among clients and within the firm, this role has considerable scope for the right individual to have an impact on both the success of the team as well as the broader MASS and MPS businesses.

What you will do:

• Develop and maintain Power BI or equivalent dashboards like Streamlit or others supporting investment research, portfolio management, and reporting.
• Leverage Aladdin technology and analytical tools to enhance investment processes and help drive scale.
• Work closely with portfolio managers and strategists on performance and exposure reporting for clients and internal stakeholders.
• Develop and maintain Python code to support existing and new quantitative research and investment processes.
• Work with Aladdin and technology teams to incorporate quantitative signals into MPS research and production platforms.
• Maintain robust investment logic, data quality, and controls, and support dissemination of investment benchmarks and portfolio allocations to downstream stakeholders.
• Partner with researchers and portfolio managers to develop and test quantitative investment signals.
• Support the development of new investment products and solutions and remain current on developments in global financial markets and economics.
• Leverage AI tools to enhance investment research, analysis, and efficiency across research workflows.

What you should have:

• Bachelor's degree or higher-level qualification; postgraduate degree, CFA, or progress toward a relevant professional qualification preferred.
• At least 3 years of relevant experience in asset management or financial services, preferably in quantitative investment research or portfolio management.
• Good knowledge of quantitative finance, investment processes, and capital markets across equities, fixed income, and alternatives.
• Strong analytical and problem-solving skills, with the ability to translate ideas into implementable investment insights.
• Strong programming skills, with Python essential; experience with AI tools and technologies, Power BI, SQL, and/or Bloomberg beneficial.
• Familiarity with leveraging generative AI or AI-assisted development tools to improve research, coding, and investment workflows is beneficial.
• Excellent communication and organizational skills, with the ability to work effectively across global teams and stakeholders.
• High level of self-motivation, ownership, and initiative, with a strong work ethic and collaborative approach.