Conduct in-depth analysis on portfolios for both equity and macro PMs to gain insight into their investment style, risk profile, portfolio construction philosophy, and market behavior.
Identify and apply multi-factor risk models to Cubist portfolios to manage risk for conventional factors.
Create proprietary, unconventional risk factors and models by analyzing datasets, understanding thematic market trends, and independent research.
Engage with PMs to present analytics and research notes from a portfolio construction and risk management perspective and continually refine research processes and deliverables based on discussion and feedback.
Develop analytics tools and applications to monitor portfolio profiles and features as well as macro themes.