Quantitative Analyst, Risk Management (Baltimore, MD)

Baltimore, Maryland

Please apply here: karen_robinson@troweprice.com

Primary Purpose of the Position

Quantitative analysts are expected to make significant contributions to the Equity Division’s quantitative research and development efforts by using financial databases, mathematical models, and analytical reporting systems to support the investment process. Work would be focused in one of two specialty areas: Equity Risk Management or Quantitative Equity Research.

Principal Responsibilities:

• Analyze and solve complex problems using large financial databases consisting of company, market, economic, and portfolio data.
• Develop models, analytical systems, and reports – under the direction of senior level investment associates – to assist the decision making process of portfolio managers, analysts, traders, and senior level management.
• Investigate and apply stock selection factors, risk measures, and investment strategies to support decision making.

Required:

• Minimum of a BA/BS in finance, financial engineering, statistics, economics, mathematics, engineering or other quantitatively oriented field.
• Technical or statistical programming skills with a demonstrated ability to apply those skills to modeling problems.
• Excellent communications skills and the ability to work well in a team environment.

• Prefer MS in statistics, economics, or financial engineering, but will consider strong undergraduate candidates. Prior experience with risk models, VB, S-PLUS or MATLAB is desirable.
• Prefer a minimum of 1-2 years professional experience in an analytical position involving data management, modeling, and interpretation using large datasets. Prior financial services industry experience is desirable.
• Prior experience with financial data (e.g., Compustat, IBES, CRSP), analysis tools (e.g., FactSet, ClariFi, MarketQA, Barra), statistical software (e.g., SAS, S-PLUS, MATLAB), and knowledge of UNIX.

T. Rowe Price, headquartered in Baltimore, Maryland, is an investment management firm offering individuals and institutions around the world investment management guidance and expertise.

The T. Rowe Price investment approach strives to achieve superior performance but is always mindful of the risks incurred relative to the potential rewards. Our consistent investment philosophy helps mitigate unfavorable changes and takes advantage of favorable ones. We provide our clients with world-class investment guidance as well as attentive service.

Founded in 1937 by Thomas Rowe Price, Jr., the company offers separately managed investment portfolios for institutions and a broad range of mutual funds for individual investors and corporate retirement programs.

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