Multi-Asset Strategies Researcher (Senior Analyst or Associate)

The Multi-Asset Strategies (MAS) Research Associate/Senior Analyst is responsible for conducting quantitative research across the team's systematic Alternative Risk Premia and Risk Parity portfolios, which span equities, rates, commodities, and FX. The role develops new alpha signals, improves portfolio construction and risk management, and turns research into repeatable, scalable investment strategies for TRS.

The incumbent will design and execute research from hypothesis through robustness testing and sizing recommendation; prepare research documentation and presentations; and help turn research into production-quality code alongside the team's quantitative developers. The incumbent will also take ownership of monitoring and reporting for the strategies they develop and contribute to the enhancement of MAS research methodologies and analytical frameworks.

The position works closely with senior researchers, portfolio managers, quantitative developers, and IMD staff, and reports to Head of Multi-Asset Strategies. WHAT WILL YOU DO: Research

• Conducts quantitative research to develop and enhance alpha signals, portfolio construction, and risk management across the Alternative Risk Premia and Risk Parity portfolios.
• Assists in the design and execution /Designs and executes the full research lifecycle from hypothesis through robustness testing and sizing recommendation.
• Evaluates external and academic research for internal application and generate novel ideas that broaden the strategy and signal set.
• Produces high-quality research documentation explaining theory and empirical results.
• Presents and defends findings to portfolio management, the MAS Investment Committee, and senior management.
• Integrates large language models (LLMs) into the quantitative investment research process. Implementation
• Assits/Builds Python-based tools and workflows to access, clean, and analyze data at scale.
• Partners with portfolio managers and quant developers to deliver end-to-end research and production improvements.
• Contributes to the shared multi-asset data system, backtesting framework, and portfolio construction tools.
• Applies modern engineering standards including version control, unit testing, code review, and documentation. Portfolio Management
• Support daily and periodic model runs, rebalances, and data quality checks.
• Build and maintain risk, exposure, and performance monitoring for assigned strategies.
• Investigate and resolve data and model exceptions.
• Provide backup coverage for critical production processes. Performs related work as assigned.