Quantitative Analyst

Work as part of the QES Risk Solutions team and collaborate with the broader QES (Quantitative Research, Economics, and Strategy) team and sales teams to service clients, conduct portfolio analytics, construct portfolio hedges and tactical trades, implement systematic strategies, collaborate with partners, and publish research. Leverage the QES's team's extensive factor library to design risk models tailored to a client's geographic/sector focus, strategy mandate, and investment process. Identify and construct new risk factors that are relevant to equity markets. Relevant factors span fundamental, technical, macro, ownership, and alternative data. Utilize attribution frameworks to analyze client portfolios and optimization tools to structure factor hedges for portfolio managers, traders, and risk managers. Assess how a portfolio's systematic risks relate to long-term risk premia, current market environment, and the client's investment thesis. Design client-facing tools and automate client-facing analytics for frequently used workflows to increase the team's productivity. Construct off-the-shelf tradable baskets to track risk factors and compare efficacy with ETFs and custom basket hedges from third-party providers. Consider implementation trade-offs for tradable solutions including capacity, liquidity, transaction costs, affordability, and precision. Write research papers and commentaries: Assist senior analysts preparing client presentations; Communicate directly with institutional investors on risk management topics.

Wolfe Research, LLC