General Summary :
Under the direction of the portfolio manager, EAFE Quantitative, perform quantitative investment research, develop and/or expand investment systems, and complete special projects as needed supporting the International Investments staff.
Principal Duties and Responsibilities :
Research model ideas/themes, perform updates on current systems and work on enhancing existing models.
Run statistical analysis and assist in model creation for investment ideas.
Perform special research and analysis, including but not limited to, analysis of economic factors, industries, markets and securities.
Create and manage databases relating to quantitative equity investments.
Prepare special projects as directed by portfolio manager, EAFE Quantitative.
Investigate and suggest untapped research needs.
Assist with currency hedging and structured products.
Knowledge, Skills, and Abilities :
Quantitatively oriented bachelor's degree required; master's degree in a quantitatively oriented field preferred. A non-quantitative bachelor’s degree with accompanying relevant work experience will be considered.
One to two years experience in quantitative investment research required.
Thorough knowledge and familiarity with economics, finance and statistics.
Demonstrated ease in working simultaneously with multiple data retrieval systems and software applications.
Experience with data analysis, database creation, construction, and maintenance required.
Experience with SAS required. Experience with S-Plus, SPSS, Visual Basic or SQL as well as working with large datasets preferred.
Excellent oral and written communication skills
Ability to work well with minimal direct supervision.
Successful completion of Chartered Financial Analyst (CFA) Level I preferred.
Excellent work record of attendance and punctuality; occasional evening, weekend and non-regular work hours required.
The above list of duties is intended to describe the general nature and level of work performed by persons assigned to this classification. It is not to be construed as an exhaustive list of duties performed by the persons so classified, nor is it intended to limit or modify the right of any supervisor to assign, direct and control the work of associates under supervision.