Sr Analyst/Associate- ESG Quantitative Research
New York, New York;Charlotte, North Carolina
**Job Description:**
+ Conduct ESG factor backtesting for BofA proprietary data as well as third party data to develop investment strategies.
+ Develop and maintain databases and indicators integral to our research products.
+ Closely monitor and interpret fund flows and factor rotation and relay to senior analysts.
+ Work closely with our global ESG research team and analyze implications of ESG attributes in investment processes.
+ Provide views on how to incorporate ESG in the investment process.
+ Produce collaborative reports with fundamental analysts and across asset classes.
+ Build relationships and facilitate information flow with contacts across the BofA platform.
+ Participate and contribute to client meetings and events, be comfortable talking to clients/presenting our research views.
+ Attend meetings and interact with key opinion leaders.
+ Seek out new, value-added, and/or off-the-beaten-path sources of information to generate new research ideas.
+ Leverage our robust network of industry contacts.
**Qualifications as a must:**
+ Interest and experience in ESG investing/sustainable investing
+ Masters of higher degree in finance or quantitative fields (Financial engineering/quant finance, physics, mathematics, etc.)
+ Minimum 1-2 years of related work experience preferred
+ Must have excellent attention to details, ability to multi-task
+ A team player - must work well in a collaborative team environment
+ Strong writing and Microsoft Excel skills
+ Be creative in seeking out new research ideas and willing to learn
+ Entrepreneurial, proactive, willing to take ownership / responsibility of quantitative research products
+ Able to thrive in a fast-paced and intense environment
+ Strong communication skills, written and verbal
**Qualifications with a plus:**
+ Experience in equities, interests in both fundamental and quantitative research
+ Experience in using FactSet backtesting tools (Alpha Testing, etc) and Bloomberg
+ Ability to use Python/R/SQL or other programming skills to conduct data analysis
+ Experience in back-testing investment strategies, working with alternative datasets
**Job Band:**
H6
**Shift:**
1st shift (United States of America)
**Hours Per Week:**
40
**Weekly Schedule:**
**Referral Bonus Amount:**
0
**Job Description:**
+ Conduct ESG factor backtesting for BofA proprietary data as well as third party data to develop investment strategies.
+ Develop and maintain databases and indicators integral to our research products.
+ Closely monitor and interpret fund flows and factor rotation and relay to senior analysts.
+ Work closely with our global ESG research team and analyze implications of ESG attributes in investment processes.
+ Provide views on how to incorporate ESG in the investment process.
+ Produce collaborative reports with fundamental analysts and across asset classes.
+ Build relationships and facilitate information flow with contacts across the BofA platform.
+ Participate and contribute to client meetings and events, be comfortable talking to clients/presenting our research views.
+ Attend meetings and interact with key opinion leaders.
+ Seek out new, value-added, and/or off-the-beaten-path sources of information to generate new research ideas.
+ Leverage our robust network of industry contacts.
**Qualifications as a must:**
+ Interest and experience in ESG investing/sustainable investing
+ Masters of higher degree in finance or quantitative fields (Financial engineering/quant finance, physics, mathematics, etc.)
+ Minimum 1-2 years of related work experience preferred
+ Must have excellent attention to details, ability to multi-task
+ A team player - must work well in a collaborative team environment
+ Strong writing and Microsoft Excel skills
+ Be creative in seeking out new research ideas and willing to learn
+ Entrepreneurial, proactive, willing to take ownership / responsibility of quantitative research products
+ Able to thrive in a fast-paced and intense environment
+ Strong communication skills, written and verbal
**Qualifications with a plus:**
+ Experience in equities, interests in both fundamental and quantitative research
+ Experience in using FactSet backtesting tools (Alpha Testing, etc) and Bloomberg
+ Ability to use Python/R/SQL or other programming skills to conduct data analysis
+ Experience in back-testing investment strategies, working with alternative datasets
**Shift:**
1st shift (United States of America)
**Hours Per Week:**
40
Learn more about this role
Full time
JR-22045571
Band: H6
Manages People: No
Travel: No
Manager:
Talent Acquisition Contact:
Jessica Jonas
Referral Bonus:
0
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