Your Impact
The successful candidate would become a member of the Strategist Team within MAS, responsible for the research and design of multi-asset class portfolios. This role is highly analytical, focusing on researching, developing, investing, and communicating customized asset allocation and portfolio construction solutions for clients.
Climate change and ESG are becoming increasingly important to investors and present their own unique financial risks and opportunities. While there is significant uncertainty regarding the path forward, it is imperative for investors to understand the risks in their portfolios in order to develop and implement their own plans of action. MAS intends to be at the center of GSAM’s integration and application of ESG and climate factors in long-term asset allocation and multi-asset portfolio construction.
MAS Strategists collaborate with Portfolio Managers, Traders, and Sales professionals to analyze portfolios, create investment algorithms, and build risk management and portfolio construction tools for a broad set of instruments across global financial markets. They also work with institutional clients to understand and analyze investment needs, portfolios (including those employing external managers) and investment strategies. The work involves developing a thorough understanding of the full range of investment products and strategies, an ability to capture the characteristics of those investments in mathematical models and the creation of infrastructure to make those analyses reusable and scalable across our businesses.
Responsibilities:
The successful candidate will focus on ESG and climate research to be used as part of our asset allocation processes. Team members are given ample opportunity to devise creative solutions driven by novel analytical methods that drive our investment process forward. Areas of focus for the position are developing a climate risk model and scenario generator, integrating climate and ESG themes into our asset allocation process and capital market assumptions, quantitative methods in portfolio construction and portfolio analysis. Emphasis is placed on integrating fundamental considerations with quantitative methods. To navigate the daily interactions with other MAS and GSAM team members, clear and concise communication of the financial, business, and mathematical concepts under consideration is essential.
Basic Qualifications
- Advanced degree in a quantitative discipline
- Demonstrated professional or academic experience in climate policy and / or climate science
- Understanding of core quantitative finance concepts and asset allocation strategies
- Strong mathematical and analytical skills
- Desire and ability to create innovative solutions to commercial challenges
- Programming expertise, ability to transform concepts and ideas into scalable and robust software
- Excellent communication skills
Preferred Qualifications
- Experience in building and developing climate models
- At least two years of prior work experience building financial models in a commercial setting
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