Alleghany Holdings
Base pay range
$150,000.00/yr - $275,000.00/yr Additional compensation types
Annual Bonus About the Role:
We are seeking a skilled Quantitative Analyst to join our family office team, focusing on developing and implementing sophisticated hedging strategies for our equity investments. Additionally, we are interested in using LLMs/AI tools to analyze unstructured data to assist our Investment Analysts in making equity investment decisions in “long-term compounders”. The ideal candidate will possess strong Python programming skills, experience with financial market databases, and a deep understanding of equity factor risk and risk premiums. Familiarity with hedging instruments is essential. Key Responsibilities:
Factor Risk Analysis:
Identify and monitor factor exposures in the equity portfolio, such as value, momentum, size, and volatility factors. Hedging Strategy Development:
Design and implement hedging strategies to mitigate undesired factor risks while maintaining desired exposures. Research:
Stay abreast of academic and industry research related to factor investing and risk premiums to inform strategy development. Collaboration:
Work closely with the investment team to integrate quantitative insights and the use of LLMs/AI tools into the broader investment process. Qualifications:
Education:
Bachelor’s or Master’s degree in a quantitative field such as Mathematics, Statistics, Computer Science, or Finance. Experience:
Minimum of 5 years of experience in a quantitative role, preferably within asset management or a family office setting. Technical Skills:
Proficiency in Python programming and experience with financial databases and data vendors. Advanced Excel skills. Knowledge:
Strong understanding of equity markets, factor models, and hedging instruments. Communication:
Ability to convey complex quantitative concepts to non-technical stakeholders. Preferred Qualifications:
Experience with portfolio optimization and risk management tools. Familiarity with academic research on factor investing and risk premiums. Knowledge of various hedging instruments and their applications in equity portfolios. Familiarity with using LLMs/AI tools to analyze unstructured data to provide qualitative insights on potential investments. Seniority level
Mid-Senior level Employment type
Full-time Job function
Research, Analyst, and Finance Industries Industries
Financial Services Investment Management
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$150,000.00/yr - $275,000.00/yr Additional compensation types
Annual Bonus About the Role:
We are seeking a skilled Quantitative Analyst to join our family office team, focusing on developing and implementing sophisticated hedging strategies for our equity investments. Additionally, we are interested in using LLMs/AI tools to analyze unstructured data to assist our Investment Analysts in making equity investment decisions in “long-term compounders”. The ideal candidate will possess strong Python programming skills, experience with financial market databases, and a deep understanding of equity factor risk and risk premiums. Familiarity with hedging instruments is essential. Key Responsibilities:
Factor Risk Analysis:
Identify and monitor factor exposures in the equity portfolio, such as value, momentum, size, and volatility factors. Hedging Strategy Development:
Design and implement hedging strategies to mitigate undesired factor risks while maintaining desired exposures. Research:
Stay abreast of academic and industry research related to factor investing and risk premiums to inform strategy development. Collaboration:
Work closely with the investment team to integrate quantitative insights and the use of LLMs/AI tools into the broader investment process. Qualifications:
Education:
Bachelor’s or Master’s degree in a quantitative field such as Mathematics, Statistics, Computer Science, or Finance. Experience:
Minimum of 5 years of experience in a quantitative role, preferably within asset management or a family office setting. Technical Skills:
Proficiency in Python programming and experience with financial databases and data vendors. Advanced Excel skills. Knowledge:
Strong understanding of equity markets, factor models, and hedging instruments. Communication:
Ability to convey complex quantitative concepts to non-technical stakeholders. Preferred Qualifications:
Experience with portfolio optimization and risk management tools. Familiarity with academic research on factor investing and risk premiums. Knowledge of various hedging instruments and their applications in equity portfolios. Familiarity with using LLMs/AI tools to analyze unstructured data to provide qualitative insights on potential investments. Seniority level
Mid-Senior level Employment type
Full-time Job function
Research, Analyst, and Finance Industries Industries
Financial Services Investment Management
#J-18808-Ljbffr