Quantitative Investment Analyst (Hybrid)

Intact Specialty Solutions • Plymouth, MN

22h • Hybrid

About The Position

The Quantitative Investment Analyst will support the investment team at IIM-US. This position combines investment expertise, data science, and modern AI techniques to manage the IIM-US data warehouse and support the investment team in achieving investment excellence.

Requirements

• Bachelors degree in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field.
• 1-3 years of experience in a quantitative investing, research, or financial data science role.
• Experience in writing code, including, Python (required), C# and SQL (preferred); experience with time-series analysis, statistics and fixed income mathematical concepts.

Responsibilities

• Source, clean and validate large datasets including market data, fundamental security level data, macroeconomic data, and alternative data sources.
• Work to identify biases in the data and build robust research datasets and automated pipelines.
• Research, develop and test quantitative investment signals across rates, credit, sector allocation using statistical and machine learning techniques.
• Conduct rigorous back tests evaluating risk-adjusted returns, draw-down analysis, correlations and total returns.
• Development of data sets, models and tools to support portfolio construction by analyzing downside risks, scenario testing, stress testing, time-series and tracking error.
• Development of production-ready tools and workflows.
• Monitor performance, making changes/updates and evaluating performance versus expectations.
• Improve automation, reliability, scalability of quantitative analytics and reporting.
• Deploy models into scalable production environments leveraging automated workflows.
• Communicate quantitative insights clearly to portfolio managers, investment leadership and Intact investment leadership.
• Establish best practices for data infrastructure, quantitative tools and process and machine learning.
• Establish and maintain best practices for model validation, documentation, and reproducibility.

Benefits

• Comprehensive medical, dental and vision insurance with no waiting period
• Competitive paid time off programs
• 401(k) savings and annual contributions of up to 12% of annual salary
• Mental health support programs, life and disability insurance, paid parental leave and a variety of additional voluntary benefits

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level