Quantitative Research Analyst
Causeway Capital Management
Los Angeles, CA
Full-time
Finance
Posted on September 22, 2019
Position Title: Quantitative Research Analyst
Job Duties:
- Work within the firm’s Quantitative Research Group & under the direct supervision of portfolio managers and investment directors to perform sophisticated financial analytical modeling, conduct industry research, and assist in the preparation of written financial investment informational materials.
- Refine and maintain quantitative financial stock selection models, risk models, and optimization tools in support of the firm's overall portfolio investment management directions and strategies.
- Create financial models to determine the valuation of researched businesses, industries and specific companies in particular sectors in order to track fundamental changes in industrial operations and overall economics.
- Collaborate with other analysts in direct support of portfolio managers in the strategic decision-making process.
- Perform both fundamental financial and quantitative research and take part in ongoing firm research projects.
- Operate and maintain stock selection screens for global valuation analysis and research fundamental scan of active positions in global markets for significant events.
- Work with large time-series databases and research alternative and/or unstructured quantitative data sets to perform risk model updating on both developed markets and emerging markets.
- Provide quantitative support for client services and other marketing needs including index and portfolio disaggregation.
- Interface with IT to integrate existing systems with new pre-trade, trade, and post-trade analytics while furnishing programming support to automate analytical tasks.
Job Requirement:
- Master's degree majoring in Financial Engineering, Financial Economics or Quantitative/Mathematical Finance and a minimum of 1+ year employment experience as Financial Analyst/Research Associate in established firm setting working on quantitative analysis, financial modeling, equity or investment research in international/emerging markets.
- Must also be skilled in using: commercial equity pricing databases, multi-factor models & optimization tools, financial/statistical software, such as large time-series databases, financial statistics, linear regression; and programming languages such as VBA, SQL, R, Python and/or MATLAB.
Employer/Jobsite:
Causeway Capital Management LLC, Los Angeles, CA headquarters location
Salary: $ TBD