Legg Mason

  • Quantitative Research Associate

    Job Locations US-MD-Baltimore
    Req. #
    2018-2627
    Division
    ClearBridge Investments
    Position Type
    Regular
  • Position Overview

    ClearBridge Investments is seeking a full-time associate to assist our quantitative research team with the development of a systematic investment strategy. Our research process focuses on identifying statistically significant return anomalies, and applying financial and economic theory to understand them. The ideal candidate will possess strong programming and quantitative skills, passion for the theoretical side of economics and finance, and intellectual curiosity.

    Key Responsibilities & Duties Include, but not Limited to

    • Apply asset pricing theory and quantitative techniques to identify and explain anomalies in observed asset returns
    • Assist with the development of a quantitative alpha model by programmatically back-testing factors and parsing data
    • Work on other projects as directed

    Ideal Qualifications and Experience

    • Master’s degree in a quantitative discipline
    • Intermediate programming skills and experience are required – Matlab or R are strongly preferred, but we will consider candidates with experience in other programming languages
    • Solid understanding of statistical concepts and their applications in portfolio construction and asset pricing
    • High aptitude for quantitative reasoning and problem solving
    • Familiarity with capital markets theory and common asset pricing models

    Company Overview

    ClearBridge Investments is a well-established global investment manager with a legacy dating back more than 50 years and $131 billion in assets under management. We are committed to long-term results through active management. ClearBridge, an affiliate of Legg Mason (NYSE: LM), operates with investment independence from headquarters in New York and offices in Baltimore, London, San Francisco and Wilmington.

     

    Led by the insight of proprietary, fundamental research and a team of Portfolio Managers with an average of 25 years of investment industry experience, our investment process provides clients with equity-focused strategies in a number of investment vehicles and personalized, value-added client service. Our strategies are oriented around three primary investment objectives: Low Volatility, High Active Share and Income Solutions.

     

    ClearBridge Investments has been recognized by Pensions & Investments Magazine as a "Best Place to Work in Money Management" in all six years of the survey. These awards reflect the Firm's spirit of collaboration, work/life balance and ongoing investment in our employees.

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