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Yoh, A Day & Zimmermann Company · 1 day ago

FULL TIME Investment/Quantitative Analyst (Senior OR Lead Level positions) - risk systems, programming, data analytics tools/platforms experience - HYBRID ONSITE

Austin, TX

Full-time

Hybrid

Senior Level, Lead/Staff

$115K/yr - $165K/yr

4+ years exp

Yoh, A Day & Zimmermann Company is seeking a Senior Investment/Quantitative Analyst to perform advanced investment research and analysis. The role involves monitoring risk and investment data systems, developing quantitative models, and working closely with the investment team to manage risks across various asset classes.

Bookkeeping and PayrollConsultingStaffing Agency

No H1B

Hiring Manager

Bhagyashree Yewle

Responsibilities

Performs highly advanced (senior-level) fundamental investment research and analysis work

Work involves monitoring and operating various risk and investment data systems, improving, and developing risk and reporting tools, improving and developing new quantitative models used in analyzing investment data, and performing quantitative investment analysis for potential and existing investment opportunities

Works under minimal supervision, with extensive latitude for the use of initiative and independent judgment

The Risk Management team is responsible for analyzing and mitigating multiple types of risks across all asset classes, working closely with the investment team

The team is responsible for developing tools, metrics, and processes to understand, monitor and manage the risks in traditional and alternative investment strategies

Qualification

Quantitative data analysisRisk systems experienceProgramming languagesFinancial data toolsAdvanced ExcelData analytics toolsStatistical analysisSoft skillsTeam collaborationCommunication skills

Required

4-6+ years of investment /market related experience resulting in understanding of financial markets

Hands on work experience performing quantitative data analysis or analyzing investment data

Well-versed in analytical and financial applications (e.g. Python, SQL, Matlab, or similar tools)

Experience using risk systems (MSCI HedgePlatform / RiskManager, MSCI Barra, Aladdin, TruView, etc.)

Advanced Excel / Power BI

Proficiency in Excel, Python, Matlab, VBA, and / or other programming languages (e.g., C++, Gauss, Stata, R, C++, SAS…etc.)

Experience using Financial Data Tools (FactSet, Bloomberg, Rimes)

Experience in investment data analytics tools / platforms (Backstop, LPAnalyst, Axioma, MSCI Burgiss, eFront, Venn, etc.)

Experience using performance systems (Clearwater, Solovis, State Street system, etc.)

Knowledge of index families and benchmarking (MSCI, Bloomberg, S&P Global, HFR Database and IndexScope, Barclays Live, Cambridge, Preqin, etc.)

Prior knowledge and/or experience with probabilities, statistics, and empirical analysis

Experience managing risk in the context of an investment portfolio with multi-asset classes and using external holdings-based risk management systems

General knowledge of risk management principles and practices

Graduation from an accredited college or university with a bachelor's degree in quantitative discipline (Business Administration, Engineering, Math, Statistics, Econometrics, Finance, Economics, or Computer Science)

Preferred

Certification in or working towards certification in one or more of the following: Chartered Financial Analyst (CFA), Chartered Alternative Investments Analyst (CAIA), Financial Risk Manager (FRM), Certificate in Investment Performance Measurement (CIPM)

Master's degree or PhD in quantitative discipline (Business Administration, Engineering, Math, Statistics, Econometrics, Finance, Economics, or Computer Science)