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Posted 4d ago

Associate Director, Real Assets Quantitative Analyst

@ Cohen & Steers
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New York, New York, United States
$160k-$170k/yrHybridFull Time
Responsibilities:conduct research, own production, maintain backend
Requirements Summary:3+ years in quantitative research or development; advanced quantitative degree; Python/SQL; live production model experience; strong communication; NY hybrid work.
Technical Tools Mentioned:Python, SQL, Angular, Power BI, SSRS
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Job Description

Job Title: Associate Director, Real Assets Quantitative Analyst

Department: Investments, Real Assets Multi-Strategy

Reports To: SVP, PM, Head of Real Assets Multi-Strategy

FLSA Code: Exempt

Estimated Salary: $160,000 - $170,000 

 

Job Summary:

We are seeking a highly skilled Quantitative Investment Analyst to join the Multi-Asset Solutions investment team and assume primary responsibility for an existing top-down dynamic asset allocation platform primarily supporting diversified real assets portfolios.

This role combines investment and applied quantitative research with production system ownership. The successful candidate will conduct research to evolve tactical allocation signals, risk models, and portfolio construction frameworks, while also being responsible for the day-to-day operation, maintenance, and enhancement of the production model. The primary users of the platform are the Portfolio Managers. Cohen & Steers is committed to an inclusive culture, valuing diversity in support of our people and clients.

 

Major Responsibilities/Activities:

  • Conduct quantitative and applied investment research to develop and enhance tactical and dynamic asset allocation signals for real assets.
  • Contribute directly to portfolio construction, risk budgeting, and allocation decisions, including the use of Black‑Litterman–style and other optimization frameworks.
  • Own and evolve risk models and scenario frameworks used to inform PM decision‑making.
  • Manage ingestion and validation of S&P Xpressfeed, Bloomberg, Datastream, and internal datasets.
  • Maintain and enhance Python backend code and API services with strong engineering discipline.
  • Own daily production runs, monitoring, and issue resolution for a live dynamic allocation model.
  • Support Angular and/or Power BI front-end components used by the PM.
  • Clearly document methodologies, assumptions, and model changes.

 

Minimum Requirements:

  • Minimum 3 years of relevant experience in quantitative research, systematic investing, or quantitative development.
  • Advanced degree in a quantitative discipline or equivalent demonstrated expertise.
  • Strong foundation in statistics, econometrics, optimization, and asset return modeling.
  • Advanced working knowledge of investment theory and practice.
  • Expert-level Python and SQL skills.
  • Experience supporting live production investment models.
  • Strong written and verbal communication skills.
  • Demonstrates inclusive behaviors in support of a culture that values diverse perspectives
  • Is able to abide by the firm’s hybrid work arrangement policy in New York City office (4 days in-office/1 day remote)

 

Preferred:

  • Exposure to real assets or multi-asset allocation strategies.
  • Experience with S&P Xpressfeed market data.
  • Angular, Power BI, SSRS or similar analytics front-end experience.
  • Familiarity with hybrid on-prem / cloud infrastructure.

 

What Success Looks Like:

  • Continuous enhancement of signals, risk models, and system architecture.
  • Improved robustness and clarity of PM-facing outputs.
  • Stable, reliable daily operation of the allocation platform.

Note: This job description reflects management's assignment of essential functions; it does not prescribe or restrict the tasks that may be assigned. The job title or duties and responsibilities may be changed by the Company at any time.