Risk & Analytics Quantitative Analyst

The Risk & Analytics Quantitative Analyst is responsible for supporting the design, development, and maintenance of the models and quantitative framework used for asset allocation, portfolio construction, and portfolio analysis at GWA. The position reports to the Head of Risk & Analytics and works closely with the Investments team. The role is also responsible for maintaining the team’s data and analytics infrastructure across its various platforms.

The role requires strong quantitative and programming skills, bilingual communication skills (English/Spanish), and a solid understanding of financial markets, including fixed income, equities, ETFs, and mutual funds. The candidate will be involved in building, validating, and maintaining portfolio models; supporting portfolio analysis and construction; and automating the team’s data, analytics, and reporting processes.

Duties and Responsibilities:

1. Portfolio Construction and Optimization : Support the development and maintenance of the portfolio construction tools and investment guidelines used by Advisory and DPM, including portfolio constraints, rebalancing rules, and implementation processes.
2. Strategy Evaluation : Support the evaluation of new strategies, products, and investment vehicles—including ETFs, mutual funds, bonds, and individual equities—for use in model portfolios, and assist Investment Counselors with customized portfolio proposals.
3. Quantitative Modeling and Portfolio Analytics : Research, develop, and validate quantitative models. Perform back-testing, stress testing, exposure and performance analysis, risk contribution and attribution analysis for current or proposed portfolios, and assess the impact of proposed changes before implementation.
4. Model Governance and Documentation : Document methodologies, assumptions, data sources, and model versions to ensure reproducibility, regular validation, and a clear audit trail.
5. Data & Quant Infrastructure : Design, build, and maintain monitoring tools, data pipelines, APIs, and automated processes that support reporting. Define, configure, and maintain portfolio management and advisory platforms, working with technical teams during implementation.
6. Reporting and Monitoring : Prepare reports for the CIO and the Investment Committee. Produce materials for institutional and UHN clients. Prepare periodic factsheets for model portfolios and DPM, explaining quantitative metrics in clear, practical terms for advisors and clients.
7. Fiduciary Analytics : Work closely with the Risk team to produce analyses and reports that support the firm’s fiduciary responsibilities.

Qualifications

1. Bachelor’s or Master’s degree in Finance, Mathematics, Statistics, Economics, Computer Science, Engineering.
2. Minimum 3+ years related experience.
3. Programming skills, particularly in Python, R, MATLAB, SQL or equivalent.
4. Proficiency in data analysis tools and financial platforms (e.g., Bloomberg, FactSet, SQL, Morningstar).
5. Knowledge of financial markets, investment strategies, Equities, Fixed Income, Structure notes, ETFs and Mutual funds.
6. Bilingual ( English/Spanish)
7. Strong communication and team work skills.
8. Ability to work independently and as part of a team in a fast-paced environment.
9. Professional certifications such as CFA (Chartered Financial Analyst) and Series 65 are desirable.