Description of the Business Line or Department
The Quantitative Investment Solutions (QIS) department designs, develops and maintains systematic strategies delivered to investors, typically, via indices. The Origination and Marketing team focuses on designing and implementing investment solutions that meet specific investment requirements for clients.
Summary of the key purposes of the role
- Assist the team with quantitative analysis, specifically related to building a better understanding of risks and benefits of systematic strategies in the context of client portfolios and/or specific market risks and themes
- Work closely with Marketing team to effectively portray quantitative results in marketing material
- Interact with other members of the broader QIS team as well as Sales teams.
Summary of responsibilities
- Quantitative analysis linked to SG QIS indices
- Quantitative analysis linked to client portfolios and exposures
- Calculations of portfolio backtests in relation to, among others, proxying asset allocation of investors and specific solutions designed to meet client objectives
- Working with the Marketing team on client presentations that portray complex analysis and solutions in an understandable and simple way. A reader with intermediate quantitative background should be able to digest and appreciate the presentation.
- Design and implementation of quantitative tools to be used by the team
- Work with Sales teams to tailor analysis to client requests
- Participate in internal
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