ClearBridge Investments is a leading global equity manager with over $176 billion in assets under management. The firm is committed to delivering long-term results through active management. We have followed this approach for more than 50 years.

ClearBridge Investments has been named by Pensions & Investments Magazine (P&I) as one of the Best Places to Work in Money Management for the twelfth year in a row. These awards reflect the Firm's diverse and inclusive culture, spirit of collaboration, work/life balance and our ongoing investment in our employees.

JOB SUMMARY

ClearBridge Investments is seeking a Senior Quantitative Research Analyst (multiple positions)

to join the team.

RESPONSIBILITIES

Apply modern asset pricing theory and quantitative techniques to identify, model, and test anomalies in observed asset returns. Manage quantitative alpha research process in its entirety, including idea generation, data preparation, hypothesis testing, back testing, implementation, and production monitoring. Develop, maintain, and improve existing internal and external quantitative models. Analyze, manage, and evaluate a quantitative portfolio based on rigorous analysis of financial market and quantitative factor datasets. Manage sourcing, cleansing, mapping, and evaluation of data sets from both internal and external sources in quantitative signal development. Apply advanced statistical techniques like probability theory, signal detection, machine learning and optimization techniques to a large variety of financial datasets. Communicate with internal and external clients on model factors, forecasts, performance, strength and weaknesses, and risk/valuation implications. Collaborate on research, white papers and presentations for publication, podcasts and client meetings. Remote work permitted from within a reasonable commuting distance of either the Baltimore or New York City office. Domestic travel up to 15% of time for internal meetings and seminars.

REQUIREMENTS

Master’s degree in mathematics, finance, statistics, quantitative methods, or a related quantitative field. One (1) year of relevant professional experience, to include each of the following: 1 year of experience programming in Python and MatLab; 1 year of experience working with capital markets theory, common asset pricing models, and quantitative alpha factors; 1 year of experience using algorithms to work with time-series financial data sets; 1 year of experience in using Bloomberg and FactSet to collect, cleanse, and analyze financial data sets; 1 year of experience applying advanced statistical concepts; 1 year of experience in research, development, and back testing of quantitative models; and 1 year of experience in quantitative signal portfolios.

ClearBridge is an Equal Opportunity Employer. We are committed to equal employment opportunity for all applicants and existing employees and we evaluate qualified applicants without regard to ancestry, age, color, disability, genetic information, gender, gender identity, or gender expression, marital status, medical condition, military or veteran status, national origin, race, religion, sex, sexual orientation, and any other basis protected by federal, state, or local law, ordinance, or regulation.

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