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Quantitative Analyst
The Bank of New York Mellon
San Francisco, CA, United States
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About BNY Mellon AMNA
BNY Mellon Asset Management North America Corporation (“BNY Mellon AMNA”) is a leading provider of high-quality single- and multi-asset investment solutions using both active and passive strategies for investors globally. With the three legacy boutiques totaling $558.8 billion in assets under management as of March 31, 2018, it serves a wide variety of institutional and intermediary clients in over 40 markets globally. The firm’s active equity strategies leverage the capabilities developed by The Boston Company; its active fixed income strategies employ the deep fundamentals-based experience of Standish, and its index, multi-asset/multi-factor strategies incorporate Mellon Capital’s advanced systematic processes. Mellon Capital, Standish and The Boston Company will continue to market existing products under the existing brands until the launch of a new unified brand later in the year.
Develop active quantitative strategies including sector rotation, volatility modeling, scenario forecasting, risk estimation and portfolio construction. Propose and research strategies across the spectrum. Manage and update all internal models for periodic review by a broad group of investment professionals. Coordinate with existing investment staff and participate in investment processes to facilitate product development. Present research to internal and external client as appropriate.
Qualifications
A minimum of 5 years work experience with a least 2 years in investment management with a role that straddles finance and quantitative analysis. MBA or similar advanced degree with a specialization in econometrics or quantitative finance from a top business school is required. CFA or PhD holder preferred. Must be proficient with advanced quantitative techniques in the areas of multivariate regression, risk metrics, portfolio optimization and the accompanying software tools and methods. Excellent oral and written communication skills required.
BNY Mellon is an Equal Employment Opportunity/Affirmative Action Employer.
Minorities/Females/Individuals With Disabilities/Protected Veterans.