Associate

About the Role

The Associate role sits within Quantitative Investment Strategies (QIS) Liquid Alternatives and focuses on hedge fund and private asset return tracker strategies, contributing to the research, innovation, and future growth of the franchise. You will work on systematically replicating the return drivers of private and alternative assets in liquid, investable form.

Key Responsibilities

• Conduct quantitative research on hedge fund and private asset return data to identify replicable return drivers.
• Help develop cross-asset systematic trading strategies that fit within the broader factor tracking portfolio.
• Work with large structured and unstructured datasets to extract insights that inform systematic investment strategies.
• Contribute to the development, enhancement, and maintenance of the research and portfolio management platform, spanning strategy backtesting, performance monitoring, and risk analysis.

Requirements & Tech Stack

• Strong foundation in statistics, linear algebra, and calculus.
• Strong programming skills (Python, Matlab, R, C++ or other languages).
• Excellent analytical and quantitative skills, with keen attention to detail.
• Ability to work effectively in a collaborative, fast-paced, team-oriented environment.

Qualifications

• Bachelor's, Master's, or PhD in Financial Engineering, Statistics, Mathematics, Physics, Computer Science, or a related quantitative discipline.
• 0–3 years of relevant experience (including internships).

Preferred Qualifications

• Exposure to machine learning techniques applied to financial or time-series data.
• Familiarity with systematic investing, factor models, or alternative asset classes.
• Experience building or maintaining research infrastructure (version control, testing, data pipelines).
• Intellectual curiosity and a demonstrated ability to approach problems creatively.