Quantitative Analyst - Multi Asset Team
Current• Conduct research on macro signals to improve tactical allocation strategies employed by ACI target date and target risk funds. Apply quantitative models to improve macro signal construction.• Leverage BlackRock Aladdin system and FactSet, to stress test and evaluate the risk metrics of existing and potential strategies.• Develop Machine Learning Models for asset price forecasts• Conduct quantitative research, such as Monte Carlo simulation, Barra factor exposure analysis and etc. based on the client’s request.