Senior Investment Analyst

Job Duties

It is expected the candidate can use these in conjunction with a deep understanding of financial markets to estimate long-term variables to generate expected returns (10%). Strong knowledge of financial theory, especially long-run cash flow models and present value relations, and the ability to translate stock-based theories and models to broader asset classes (10%). Expert in estimating equity expected returns using supply side framework, with proven contributions to this area (15%). Knowledge fundamental demand side equity models, with the ability to use present value relations to decompose risk premiums into supply side estimations of the equity risk premiums (10%). Expert in equity index aggregation methodologies, including ability to construct fundamentals based on unique Morningstar data and variables. This includes strong knowledge of industry best practices and techniques for producing robust aggregate data to use in our investment processes (15%). Expert knowledge in econometrics techniques and the ability to develop complex models. This includes, but is not limited to, strong knowledge of multivariate unit roots and structural break, with the expectation of proven contribution to this body of knowledge. Other areas with expected strengths include Markov regime switching models, trend and cycle decomposition, and estimation of latent variables (10%). Expert in time series, cross sectional and panel methodologies for conducting back test studies and research (5%). Strong knowledge of structural macroeconomics, including ability to identify and analyze the effects of different types of economic shocks, such as supply and demand shocks, using SVAR models (5%). Strong knowledge of fixed income models and term structure models and the ability to apply these concepts to equities and other asset classes (5%). Strong knowledge of foreign exchange models, including purchasing power parity models (5%). Understanding of cross asset class intera...