Company Overview
Founded in 1989, PanAgora (Greek for across marketplace) Asset Management is a premier provider of investment solutions spanning most major asset classes and risk ranges. We seek to provide investment solutions using sophisticated quantitative techniques that incorporate fundamental insights and vast amounts of market information. While PanAgora’s investment strategies are highly systematic in nature, the processes deployed within these strategies are built and overseen by talented professionals with significant and diverse investment experience. Innovative research plays a central role in our investment philosophy and process, and is an essential component of our firm’s ability to deliver attractive investment solutions. Investment teams are organized into an Equity Strategies group and a Multi Asset Strategies group. Most investment team members are engaged in original research using fundamental intuition, market intelligence, modern finance and scientific methods.
We are committed to providing clients with reliable investment processes, consistent performance, transparency, and access to our investment resources. Our client base is comprised of institutional investors across the globe, including public & private retirement funds, sovereign wealth funds, endowments & foundations, and sub-advisory mandates.
Summary
The quantitative Investment Analyst position is responsible for research and developing methodologies required for managing global multi-asset risk parity based portfolios. The researcher is required to innovative research across asset classes, as well as within the asset classes which are fixed income, equities, and commodities. The position is also responsible for generating publication-quality research, presentation of research results, and participating in the group research meetings and discussions.
Primary Duties and Responsibilities:
- Build and backtest variations of risk-based portfolio construction methodologies across and within asset classes
- Use large datasets to develop and test efficient portfolio construction methodologies across and within asset classes
- develop and test factors for use in the construction of equity risk-balanced portfolios
- Generate publication-quality research papers and present results and recommendations to senior management.
Essential Skills & Qualifications:
- An advanced degree (PhD preferred) from top programs with strong background in Finance, Economics, Mathematics, Computational Science, and Engineering
- Critical knowledge of the relevant theoretical and empirical alpha factor research, forecasting methodologies and portfolio construction techniques
- In-depth knowledge of quantitative alpha source research and modeling and portfolio construction and optimization
- Research experience working with large data sets, applying statistical and numerical methods
- Demonstrated ability to perform advanced programming in python and SQL to manipulate large datasets of quantitative data extracted from SQL Server databases
- Demonstrated experience highlighting innovation, creativity, intuition, and passion for the market and investing
- Superior written and verbal communications skills
- Unquestionable ethical standards
**PanAgora is an equal opportunity employer and provides equal employment opportunities to job applicants and employees without regard to race, religion, sex, marital status, color, national origin, age, physical or mental disability, veteran status, pregnancy, ancestry or sexual orientation. PanAgora is committed to maintaining an environment that is free from discrimination as well as adhering to applicable federal and state laws.
