Quantitative Analyst Business Logic

This position will work within the Financial Analytics Research team to develop valuation, risk, and performance attribution models across global asset allocation, and building tracking portfolios using investment products available in 401K plans.
Principal Responsibilities:

1. Work with members of the quantitative research and the application teams to develop tools and quantitative methods to assist in the tasks of forming portfolios, create forecasts and optimizers, measuring risk, and attributing portfolio performance.
2. Communicate regularly with members of the investment and software teams to help promote the usage of applications and incorporate feedback on suggested enhancements and modifications. The analyst should also develop an investment perspective around the quant tools in order to generate and distribute investment insights using the tools.
3. Work closely with the applications team to provide analytic and methodology guidance for the development projects.

Qualifications:

Engineering, quantitative finance, math or other scientific degree with a minimum of 3 years of work experience
Substantial knowledge in statistics along with the ability to apply the concepts to solve practical modeling and application problems is required.
Experience with MATLAB is required
Highly self-motivated and detail-oriented
Ability to master complex tasks with minimal supervision
Ability to communicate ideas effectively and solve problem creatively
MS/PhD in engineering quantitative finance, mathematics, or other scientific field preferred
Portfolio optimization and investment analytics, and mutual fund or insurance industry work experience is highly desirable
SQL database management systems and Java programming experience is desirable

This position will be located at our corporate headquarters in Chicago, IL.

Location:	440 North Wells Street Suite 320 Chicago, IL 60610 United States
Employment Type:	Full Time