Coda Search│Staffing
Associate, Quantitative Investment Strategist – Multi-Asset Solutions | $100B+ G
Coda Search│Staffing, New York, New York, us, 10261
Associate, Quantitative Investment Strategist – Multi-Asset Solutions
A leading global asset manager with over $100B in AUM is seeking an Associate, Quantitative Investment Strategist to join its Multi-Asset Solutions team. This group partners closely with Portfolio Managers and senior investment leaders across to develop quantitative tools, models, and insights to drive portfolio decisions for institutional clients.
Key Responsibilities
Collaborate with Portfolio Managers on multi-asset portfolio construction, asset allocation, and optimization strategies across public and private credit markets.
Design, develop, and maintain quantitative models in Python and SQL to evaluate risk, performance, and scenario outcomes.
Support investment decision‑making through quantitative research, backtesting, and data‑driven analysis.
Work with senior leadership to implement systematic frameworks for portfolio optimization, stress testing, and risk budgeting.
Present findings and recommendations to investment committees and client‑facing teams.
Ideal Candidate Profile
2–7 years of experience in a quantitative research, strategist, or portfolio analytics role within asset management, hedge funds, or investment banking.
Strong understanding of portfolio construction principles, factor models, and optimization techniques.
Proficiency in Python (pandas, NumPy, scikit‑learn, etc.) and SQL; experience with data visualization tools a plus.
Exposure to structured credit or multi‑asset / solutions‑oriented portfolios preferred.
Excellent communication skills and the ability to translate technical insights into actionable investment recommendations.
Location New York City (5 days in office)
Compensation
Base: $175k - $200k
Bonus: 40% - 60% (Pending Performance)
#J-18808-Ljbffr
Key Responsibilities
Collaborate with Portfolio Managers on multi-asset portfolio construction, asset allocation, and optimization strategies across public and private credit markets.
Design, develop, and maintain quantitative models in Python and SQL to evaluate risk, performance, and scenario outcomes.
Support investment decision‑making through quantitative research, backtesting, and data‑driven analysis.
Work with senior leadership to implement systematic frameworks for portfolio optimization, stress testing, and risk budgeting.
Present findings and recommendations to investment committees and client‑facing teams.
Ideal Candidate Profile
2–7 years of experience in a quantitative research, strategist, or portfolio analytics role within asset management, hedge funds, or investment banking.
Strong understanding of portfolio construction principles, factor models, and optimization techniques.
Proficiency in Python (pandas, NumPy, scikit‑learn, etc.) and SQL; experience with data visualization tools a plus.
Exposure to structured credit or multi‑asset / solutions‑oriented portfolios preferred.
Excellent communication skills and the ability to translate technical insights into actionable investment recommendations.
Location New York City (5 days in office)
Compensation
Base: $175k - $200k
Bonus: 40% - 60% (Pending Performance)
#J-18808-Ljbffr