Enhance investment strategies by developing and refining models, delivering data-driven investment insights, and integrating quantitative approaches into fundamental decision-making at Cohen & Steers.
Requirements
- Proficiency in R/Python for data analysis and modeling.
- Strong data science skills, including data cleaning, predictive modeling, and feature engineering.
- Ability to adapt to emerging technologies and integrate AI/ML including LLM’s.
Responsibilities
- Develop and maintain quantitative models to support investment decisions.
- Collaborate with fundamental portfolio managers to integrate quantitative insights and models into fundamental strategies.
- Analyze financial and market data using statistical, econometric, and AI/ML to identify trends and opportunities.
- Identify, evaluate, and integrate internal and external data sources.
- Build scalable tools and processes using R or Python.
- Clearly communicate findings and provide transparency in model development, assumptions, and outputs.
Other
- 7+ years of experience in quantitative analysis and financial modeling including equities and factor investing.
- Master’s in Mathematics, Statistics, Computer Science, AI or related quantitative or engineering field.
- Effective communication and collaboration skills to bridge quantitative research with fundamental investment decision-making.
