Senior Quantitative Researcher
About BNY Investments:
BNY Investments is a leading investment manager, with $2 trillion* in assets under management as of March 31, 2024. Through an investor-first approach, the firm brings to clients the best of both worlds: specialist expertise from seven specialist investment managers offering solutions across every major asset class, backed by the strength, stability, and global presence of BNY.
BNY Investments is a division of BNY, which has $48.8 trillion in assets under custody and/or administration as of March 31, 2024. BNY can act as a single point of contact for clients looking to create, trade, hold, manage, service, distribute or restructure investments.
We're seeking a future team member for the role of Senior Quantitative Researcher at Senior Vice President level to join our BNY Advisors team. This role can be located in Boston, MA, or Pittsburgh, PA, and is a hybrid working role.
In this role, you'll make an impact in the following ways:
- Conducting applied research and quantitative analyses on macroeconomic forecasts, asset pricing, portfolio construction, and risk management as they relate to the team's investment strategy.
- Collaborating with research and investment teams to develop and evaluate portfolio strategies by deploying quantitative methods and optimization techniques.
- Capital market assumptions, regime modeling, asset pricing models Monte-Carlo simulation.
- Lead efforts on new initiatives pertaining to multi-asset research and optimization techniques. Prepare and present research reports on assigned topics and research findings.
To be successful in this role, we're seeking the following:
- 5-10 years' experience in an asset management organization.
- Master's degree or equivalent in Computational Finance, Mathematics, or related field of study.
- Proficiency in probability & statistics (e.g. time-series analysis, machine learning, and data science).
- Hands-on programming experience in scripting (e.g. Python) and analytical packages (e.g. R, Matlab).
- A background demonstrating strong analytical problem-solving skills.
- An ability to communicate advanced concepts in a concise and logical way.
BNY is an Equal Employment Opportunity/Affirmative Action Employer - Underrepresented racial and ethnic groups/Females/Individuals with Disabilities/Protected Veterans.
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