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Capital Research Management Company

Analyst - CSG

Capital Research Management Company, New York, NY, United States


Work in a team of Analysts, Research Director, Senior Business Manager and Portfolio Managers to deliver high impact applied research in support of multi-asset portfolios solutions platforms. Research, develop and maintain relevant analytical frameworks and quantitative models. Contribute to / initiate deep dive foundational and/or solutions research that cuts across many portfolios and geographies (US, Europe and Asia). Utilize industry publications, industry databases, internal proprietary databases and additional internal resources as needed to compile research. Bring and apply domain knowledge to the broad research topics. Identify new areas for research and find creative ways to solve problems as they apply to monitoring, attribution, asset allocation and portfolio construction. Participates in development of computing/data platform effort to support and enhance research processes in a collaborative environment.EDUCATION AND EXPERIENCE REQUIREMENTS: PhD in Economics or Business Management, Finance, or closely related field (or foreign equivalent) plus Five (5) years of experience as an Investment Analyst or in the job offered or closely related occupation.Special Requirements: Must possess expertise/knowledge sufficient to adequately perform the duties of the job being offered. Expertise/knowledge may be gained through employment experience or education. Such expertise/knowledge cannot be “quantified” by “time.” Required expertise/knowledge includes: Analytical and problem-solving skills expertise with advanced knowledge of time series analysis, portfolio theory, optimization, Monte carlo simulation and statistical models. Experience with Bayesian statistics and Dynamic Programming. Experience with developing recommendations and supporting assertions with quantitative and qualitative data relevant for multi-asset allocation problems. Programming experience in Python, R, MATLAB, SQL as they apply to time series analysis, simulation modeling, portfolio optimization techniques. Experience with building research infrastructure (e.g. Jupyter, Docker, Kubernettes) and developing scalable and performant (production-ready, highly modular, and easily parallelizable) models. Experienced with portfolio construction and monitoring. Experience with FactSet, Capital IQ, Bloomberg, Haver, and Datastream.OTHER: If offered employment, must have legal right to work in U.S. 40 hours per week. Salary Range:$198,000 to $294,000 per year, plus standard company benefits.JOB LOCATION: 399 Park Avenue, 34th Floor, New York, NY 10022 Hybrid work is permitted, when not WFH must report to New York, NY office** Minimum Salary: 198000 Maximum Salary: 294000 Salary Unit: Yearly