Enhancing stock selection models used to support the Equities platform at Voya Investment Management by integrating quantitative modeling with fundamental intuition to drive better outcomes for clients.
Requirements
- 15+ years of providing quantitative research and building tools in support of a 'quantamental' investment process, working closely with fundamental equity sector analysts and portfolio managers.
- Strong analytical and mathematical skills. Excellent working knowledge of econometrics and statistics.
- Experience with financial databases such as Compustat, Worldscope, Factset, Clarifi/CapitalIQ, Axioma, Barra, or Bloomberg.
- Experience in factor-based equity investing.
- Hands-on experience across broad range of modern analytic and data tools such as Python or R with a solid understanding of relational databases.
Responsibilities
- Partner closely with fundamental sector analysts and portfolio managers to create and evaluate bespoke signals and screening tools in support of their discretionary investment process, quantifying their investment theses.
- Evaluate new data sets from a range of sources for their potential to generate alpha and add insight to fundamental analysis.
- Advance the proprietary multi-factor and machine intelligence stock selection models underlying our suite of systematic equities mandates through the addition of new alpha signals, and assist in periodical portfolio rebalancing.
Other
- Bachelors degree in Mathematics or a related quantitative discipline
- Familiarity with financial statement analysis is a plus.
- Familiarity with ESG and sustainability-related metrics is a plus.
- Experience with portfolio optimization, portfolio simulation, and quantitative portfolio management is a plus.
- Experience with portfolio analytics such as risk reporting and performance attribution is a plus.
- Attention to detail, curious, and self-motivated.
- Ability to work independently and collaboratively within the broader research team, as well as prioritize tasks.
- Excellent problem solving, interpersonal and communication skills.
- Ability to translate quantitative insights into actionable process improvements
