Quantitative Analyst

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Date: Jul 9, 2019

Location: Los Angeles, CA, US, 90071

Company: Capital Group

 

Role Summary

Demonstrates deep knowledge of and, direct experience in quantitative analysis applied to, global equity markets including in the domain of market microstructure, global markets and currencies, and drivers of risk and return.  Connects quantitative theoretical frameworks to Capital Group’s fundamental-research driven investment process. Demonstrates a strong understanding of quantitative research and quantitative methods including non-stationary statistics, time series analysis, factor models, dimension reduction, discrete and continuous optimization, and machine learning techniques. Effectively communicates concepts and conclusions from quantitative analysis to the investment group. Writes compelling and consumable notes and presentations joining quantitative and market concepts. Develops and communicates investment insights and recommendations. Understands and communicates the factors driving returns and is able to contribute specific investment ideas. Acts as leader a within the QRA team and shares in the responsibility for developing the QRA organization and guiding others within the team. Demonstrates a strong commitment to collaborative problem-solving, as a participant and a leader.

 

Responsibilities

  • Drives and delivers high-impact research on equity portfolios and markets.
  • Partners with QRA leadership and investment group associates to identify quantitative research and analytical priorities.
  • Develops and maintains relevant quantitative models and frameworks.
  • Translates priorities into coherent approaches to resolve problems and manage problem statements from inception to completion.
  • Works collaboratively with members of the QRA team in a rigorous peer-reviewed approach to quantitative research.
  • Communicates results and recommendations in a form that meets the needs of the listener.
  • Brings domain expertise to the broad QRA research agenda
  • Participates in evolving computing/analytical environments to support research and research-driven processes in a collaborative research environment.
  • Performs additional responsibilities as assigned

 

Skills/Qualifications

  • Detailed knowledge of equity financial markets and analytics with a minimum of 5-10 years of relevant experience. 
  • Strong knowledge of fundamental equity research, econometrics, modern financial economic theory: e.g. asset pricing, portfolio theory, factor risk models.
  • Advanced writing ability – the ability to write in both short and compelling and longer, more detailed, styles
  • Strong academic credentials, with an advanced degree in mathematical finance, economics or a related quantitative field; a record of written research is strongly preferred
  • Advanced communication skills – the ability to synthesize issues into solutions, translate complex concepts into simple language, listen actively and reflect.
  • Strong consulting and relationship building skill set; the ability to engage with investment professionals, communicate in multiple formats/forums, and deliver solutions that address business needs.
  • Command of the strengths, weaknesses and implementation issues related to standard investment management analytical measures and techniques.
  • Expertise in mathematical finance and statistical analysis of time series and panel data.
  • Self-motivated with the ability to work independently, as well as collaboratively with others and the ability to foster a teamwork-oriented environment.
  • Experience modeling using Python, R, Matlab, SQL or comparable languages to explore areas of financial theory and practice.


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