Research Analyst Research Analyst …

BNY Mellon
in Pittsburgh, PA, United States
Permanent, Full time
Last application, 07 May 21
Competitive
BNY Mellon
in Pittsburgh, PA, United States
Permanent, Full time
Last application, 07 May 21
Competitive
Research Analyst
The Multi-Asset Research Engineering Team is responsible for
  • Designing, building and maintaining the investment technology infrastructure, as well as the efficient delivery of the model outputs for all systematic, multi-asset strategies
    • Build a unified, scalable, robust, and high performance data and model architecture
    • Improve productivity, resiliency and cross-coverage by designing and implementing coding standards and best practices
  • Productionalizing enhancements to existing strategies or new strategies designed by the Research Innovation team
    • Leverage unified platform to compound value-add of any model enhancements across all strategies
    • Enable faster deployment times from research ideas to production by leveraging standardized and efficient management of the code and its delivery
  • Providing support for the entire worsktream required to run systematic, quantitative investment strategies
    • Consistent and timely delivery of model outputs to the Multi-Asset Portfolio Management team
    • Data acquisition and processing leveraging data repository solutions provided by Technology team
    • Automation of production processes through dependency-aware pipelines and task scheduling
    • Harmonized platform for reporting and visualization of all model analytics
    • Systematic and thorough vetting and documentation of any models

Responsibilities include:
  • Responsible for various functions in the area of Research Engineering for the Multi-Asset Team
  • Update multi-asset investment models and other statistical analyses including asset class valuation, portfolio construction and risk management models across all major asset classes, validate output and share results with Research and Portfolio Management teams
  • Enhance Research Engineering infrastructure and improve automation in the areas of model update and delivery, process robustness and performance
  • Assist with the development and deployment of new models and model enhancements during various phases of implementation, testing, documentation and production release
  • Support senior analysts with thesis document construction, investment memo writing, financial modeling, updating research management systems, and preparing materials for internal meetings, as needed.
  • Update historical model simulations
  • Automate integration of financial data coming from various vendors and organize data storage, documentation and quality checks across several in-house databases
  • The focus of the investment models is on macro forecasting, asset-class relative and absolute valuation and risk management
  • The position provides an entry to a career that can expand to Multi-Asset Quantitative Research Innovation, Portfolio Management or Senior Research Engineering role
  • Position located in San Francisco but may accommodate Boston or Pittsburgh


Qualifications

Qualifications:
  • Bachelor's degree or the equivalent combination of education and experience is required; concentration in computer science, statistics or financial mathematics preferred.
  • Advanced/graduate degree a plus but not required.
  • 3 to 6 years' professional work experience preferred; Investments experience a plus but not required.
  • Experience with programming required preferably in one or more of MATLAB, Python, R, SQL and GitLab
  • Strong financial acumen and financial modeling skills.

BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.

Our ambition is to build the best global team - one that is representative and inclusive of the diverse talent, clients and communities we work with and serve - and to empower our team to do their best work. We support wellbeing and a balanced life, and offer a range of family-friendly, inclusive employment policies and employee forums.

Primary Location: United States-California-San Francisco
Internal Jobcode: 80027
Job: Asset Management
Organization: Mellon With TOH ADJ-HR13428
Requisition Number: 2103539
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