Quantitative Analyst
Commonfund is searching for a quantitative analyst to join its Research and Analytics team.
In this role, the analyst will collaborate with other members of the Research and Analytics team as well as individual asset class heads, and will have the opportunity to develop investment themes, explore large datasets, and apply quantitative methods to the construction of multi-manager, multi-strategy investment portfolios.
Candidates should have an advanced degree in a quantitative field as well as a passion for applying quantitative discipline to solving challenging problems.
Responsibilities include:
- Construct, analyze, and interpret large financial datasets
- Apply advanced quantitative modeling techniques to construct alpha-generating multi-strategy portfolios
- Collaborate with other researchers and portfolio managers to identify and develop potential investment strategies
- Take on focused, in-depth research projects
- Conduct simulation analysis
- Present clearly the methods, choices, assumptions, and results of quantitative models to colleagues, clients, and external stakeholders
- Stay up to date with financial markets and investment strategies
Requirements:
- Advanced degree in quantitative field such as Statistics, Economics, or Engineering
- Solid understanding of statistical concepts with experience applying quantitative methods in graduate-level academic or industry setting
- Strong programming skills with experience in MATLAB preferred
- Experience with machine learning is a plus
- Exceptional written and verbal communication skills
- Ability to work independently and as part of a team
- Passion for financial markets and a desire to contribute to the work of a firm dedicated to serving non-profit institutions
If you are a highly motivated individual with a passion for finance and quantitative analysis, we would welcome the chance to hear from you.