Smart Beta Quantitative Investment Strategist (Think Tank)

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 19 Mar 18 2018-03-19

A NY financial firm that develops systematic index strategies is looking for a quantitative researcher.


  • Create and develop innovative ETF Benchmarks for investment managers
  • Apply smart beta concepts to fixed income strategies
  • Develop rule-based (systematic) strategies across asset classes.
  • Identify investible risk premia factors
  • Work on factor-based portfolio construction and asset allocation models
  • Strategies may cover alternative beta and alpha space
  • Conduct quantitative research on risk premia strategies, portfolio analytics, portfolio optimization and trading simulations
  • Build asset allocation models that offer risk premia to asset managers
  • Work closely with major institutional accounts to help deliver systematic index solutions
  • Contribute and produce published research


  • Experience working in systematic index strategy team or quantitative investment strategies team at bank, asset manager, insurance co or pension fund
  • Should have experience applying smart beta investment concepts to fixed income asset allocation and portfolio construction
  • Strong statistical programming skills (Python, R, MATLAB)
  • Demonstrated experience running statistical regressions, back testing models and verifying results
  • The ability to opine about complex investment strategies and concepts
  • Solid communication skills to explain both orally and in writing the nature of your index research

Keywords: Systematic index strategist, ETF’s, Smart Beta, quantitative investment strategist, Fixed Income Indices, Python, Regressions

Please refer to Job #23028 - and send MS Word attached resume to