Quantitative Research Associate - Investment Research Team

Join a high-impact team shaping the investment analytics and risk management capabilities provided to high-net-worth individuals (HNI) in Private Banking. In this role, you will apply strong quantitative expertise to design and enhance models, analytical frameworks, and data inputs that generate actionable insights for advisors and clients. You will collaborate closely with partners across the business and Technology to implement improvements, strengthen governance, and monitor ongoing model performanceâ€influencing the evolution of our analytics platform.

As a Quantitative Research Associate within the Investment Solutions Data, Analytics & Modeling team, you will enhance asset-level, portfolio-level, and risk analytics across multiple asset classes. You will also evaluate the accuracy, appropriateness, and consistency of data points used in models, ensuring reliable outputs and robust controls. Your work will enable data-driven decision-making and support the continuous expansion of our investment analytics offering.

Job Responsibilities

• Expand coverageof models/analytical solutions with in-depth research across a broader range of instruments, asset classes, currencies, and product types, ensuring scalability and adaptability.
• Leadthe development and enhancement of portfolio and risk analytics across client accounts and advisor-managed portfolios, delivering robust, actionable insights.
• Research, evaluate, and benchmarkdata sources and analytical methodologies to strengthen platform capabilities synthesize findings and present clear recommendations to stakeholders.
• Partner with Technologyto design, implement, and validate cost-effective model enhancements, ensuring seamless integration and operational efficiency.
• Conduct ad hocquantitative research and analyses in response to emerging business needs and strategic initiatives.
• Manage multiple prioritiesin a fast-paced environment, demonstrating strong planning, organization, and execution discipline.

Required Qualifications, Capabilities, and Skills:

• 4+ years of hands-on experience in portfolio risk analytics, wealth management, or a related field.
• Strong quantitative modeling and time series analysis skills, with a proven track record of applying these in a financial context.
• Solid understanding of equity, fixed income, and alternative investment products.
• Graduate degree in quantitative discipline (e.g., Mathematics, Statistics, Finance, Economics, Engineering).
• Proficiency in Python and SQL, with a willingness to learn and adopt new analytical tools and technologies.
• Experience in financial data handling, retrieval, and modeling, with a focus on data quality and consistency.
• Excellent communication skills, with the ability to clearly articulate complex concepts to both technical and non-technical audiences.

Preferred Qualifications, Capabilities, and Skills:

• Actively pursuing or having completed the CFA or FRM certification.
• Understanding of products and solutions in the wealth management business.
• Demonstrated ability to quickly adapt to new analytical tools, platforms, and technologies.