Guggenheim Investments

Position Title/Short Description

Full Text of JOE Listing:

About the Position
The Quantitative Strategies Group is responsible for the development of investment strategies spanning active Equity, Fixed Income, and Multi-Asset strategies. Our team utilizes financial valuation techniques, corporate competitive analysis, and behavioral models to create proprietary models that aim to predict what will happen, not simply rely on history repeating itself. The Quantitative Analyst’s primary role is to participate in research and development activities of quantitative strategies including propriety risk model development, alpha signals, and cutting-edge portfolio construction methods.

Specific Responsibilities Include
• Conduct quantitative research and be instrumental in the design and testing of quantitative investment strategies across various asset classes
• Act as the portfolio manager for products that utilize quantitative strategies
• Build applications to meet the risk management and portfolio construction needs of the broader organization
• Document research findings and participate in creating white papers for internal and external distribution

Skills & Experience Required
• Ph.D. in a quantitative field (or minimum Masters in Financial Engineering with relevant prior experience)
• Strong interest in financial theory and its application across various asset classes
• Prior 0-2 years experience creating quantitative investment strategies (any asset class) is a plus
• Good communication and strong programming skills in Matlab, Visual Basic, C++