Quantitative Research Associate

Apply now »

Date: Jul 9, 2019

Location: Los Angeles, CA, US, 90071

Company: Capital Group

Role Summary

As a member of the Quantitative Research and Analytics group (QRA) at Capital Group (CG), conducts rigorous peer-reviewed quantitative investment research and analysis. Applies knowledge of quantitative methods and global markets to develop insight in support of the investment decision making process. Contributes to core group activities including portfolio analysis, quantitative portfolio construction, factor modeling, and risk analytics. Effectively communicates findings across a variety of audiences. Collaborates well, and partners closely with QRA associates, investment professionals, and other groups within CG. 

 

Core Responsibilities

  • Conducts and communicates quantitative research and portfolio analysis.
  • Gathers, maintains, and analyzes market, financial and economic data in support of key modeling needs.
  • Responds to questions and requests for analysis and expertise from team associates, investment professionals, and other CG associates.
  • Responds to deadline-driven requests (e.g., internal groups, regulatory and other external requests) requiring quantitative analysis.
  • Participates in evolving the development of quantitative research and analysis at CG.
  • Participates in collaborative process-oriented projects within QRA and across CG.
  • Develops analytical reporting and executes it on a regular basis with periodic updates and refinements.
  • Learns about new models, tools, techniques, and processes and identifies and communicates potential applications at CG.

 

Skills/Qualifications

  • Excellent quantitative research skills, as evidenced by an advanced degree (MFE, MSc, PhD) in a mathematically robust discipline, e.g. econometrics, mathematical finance, statistics or physics or equivalent experience.
  • Excellent systems and computer skills, including a strong working knowledge of Excel, Matlab, Python or R; Bloomberg or FactSet a plus
  • Intellectual curiosity about financial markets, asset allocation, and investing.
  • An understanding of quantitative financial concepts as they apply to multi-asset portfolio optimization, econometrics and derivatives is a plus. Existing knowledge of quantitative financial models and demonstrated ability to learn within a quantitative research role is preferred.
  • Excellent analytical and problem-solving skills.
  • Excellent written and oral communication and interpersonal skills as well as the ability to effectively interact with a diverse group of associates including Investment Group, Results Analysis and IT.
  • Must be able to meet regular deadlines and demonstrate excellent attention to detail and work well under tight time constraints with multiple priorities.
  • Ability to work independently and as part of a team in a highly collaborative environment.
  • Self-motivated, takes initiatives and demonstrates commitment to continuously improve skills and self.

 


Nearest Major Market: Los Angeles

Job Segment: Research Associate, Quantitative Analyst, Research, Data