Qualifications Required: Master’s degree in Quantitative Finance, Finance or a related quantitative field, PLUS 1+ year of quantitative research experience in asset management, investment advisory, or similar financial services environment; 1+ year of experience with all of the following: portfolio construction and optimization techniques (including constrained optimization and portfolio rebalancing algorithms); Performing empirical analysis and statistical inference (econometrics/regression and hypothesis testing); Scenario analysis and/or Monte Carlo simulation; Programming for research/analytics using at least one of the following programming languages: R, Python, MATLAB; and using SQL to query and analyze large datasets. $94,078.00 - $169,000.00 for the location of: Maryland, Colorado, Washington and remote workers $94,078.00 - $169,000.00 for the location of: Washington, D.C. $94,078.00 - $169,000.00 for the location of: New York, California Placement within the range provided above is based on the individual’s relevant experience and skills for the role.