Quantitative Research Associate - Systematic Portfolio Construction

"I can succeed as a Quantitative Research Associate at Capital Group"

As a member of the Quantitative Research and Analytics group (QRA) at Capital Group (CG), you conduct rigorous peer-reviewed quantitative research and analysis. You leverage your knowledge of portfolio optimization, trading strategies and portfolio analysis to develop effective systematic strategies for portfolio construction and replication.

You enjoy a balance of collaborative problem-solving, individual exploration, and continuous learning.

You effectively communicate concepts and conclusions from quantitative analysis to investors, partner groups, and internal governance bodies. You identify and communicate the factors driving returns in systematic portfolios.

- Deliver high-impact research on portfolio construction and optimization. - Develop and maintain relevant quantitative models and frameworks. - Partner with QRA leadership, Portfolio Strategy Management leadership, and Investment Group associates to understand and execute on quantitative research and analytical priorities. - Work collaboratively with members of the QRA team in a rigorous peer-reviewed approach to quantitative research and support the team with portfolio optimization expertise. - Respond to deadline-driven requests requiring quantitative analysis. - Participate in the ongoing development of quantitative research processes at CG. - Communicate results and recommendations in a form that meets the needs of the listener. - Help develop computing environments to support research and research-driven processes in a collaborative research environment.

- You have advanced knowledge of optimization methods (including convex, non-linear, and integer programming) and systematic portfolio construction methods, with a minimum of 5 years of relevant experience. - You have excellent systems and computer skills, including demonstrable expertise with quantitative programming languages (e.g., Python, Julia, or R) and with optimization software (e.g.

Gurobi or Mosek) - You have at a minimum a basic knowledge of fundamental research, econometrics and modern financial economic theory: e.g. asset pricing, portfolio theory, factor risk models, and machine learning. - You have excellent quantitative research skills, as evidenced by an advanced degree (MFE, MSc, PhD) in a mathematically robust discipline (e.g., mathematics, economics, operations research) or equivalent experience. - You exhibit advanced communication skills - the ability to synthesize issues into solutions, translate complex concepts into simple language, and engage across different audiences.

- You are self-motivated, take initiative, and demonstrate commitment to continuously improve skills and self. - You are curious about financial markets, optimization and portfolio construction, and are always learning something new.

‎ Southern California Base Salary Range: $159,354-$254,966 ‎

‎ San Francisco Base Salary Range: $185,833-$297,333 ‎ New York Base Salary Range: $168,924-$270,278 ‎