What are the responsibilities and job description for the VP Quantitative Analytics and Portfolio Allocation position at Quantitative Systems?
Join a renowned wealth management firm known for its legacy, discretion, and commitment to helping clients navigate the complexities of wealth. They partner with families to preserve and grow assets across generations, offering tailored investment management, strategic advice, and access to private investment opportunities.
We’re seeking a VP Quantitative Analytics and Portfolio Allocation to lead risk and quantitative functions within the investment team. This role will shape risk frameworks, drive quantitative research, and support portfolio strategy across diverse asset classes.
What You’ll Do
- Design and maintain risk and portfolio models, stress testing tools, and compliance systems.
- Monitor markets, perform scenario analysis, and recommend risk-adjusted portfolio changes.
- Contribute to investment strategy, asset allocation, and private asset modeling.
- Apply advanced statistics to optimize portfolios, assess performance, and enhance risk-return profiles.
- Collaborate across teams to deliver data-driven insights and interactive analytical tools.
- Evaluate hedging strategies and allocation shifts to strengthen portfolio resilience.
What You Bring
- 5–10 years in quantitative research, risk management, or analytics in wealth or asset management.
- Deep understanding of portfolio theory, risk metrics (VaR, stress testing, factor analysis), and performance attribution.
- Advanced proficiency in R or MATLAB for modeling, data analysis, and dashboard creation.
- Familiarity with tools like Bloomberg and financial derivatives, and experience across asset classes including privates and real assets.
- Strong communication skills with the ability to translate data into actionable insights.
- Degree in finance, statistics, math, or a related field; advanced degrees (MBA, MSc) preferred.
- Designations like CFA, FRM, or CQF are a plus.
Salary : $180,000 - $200,000