Date: Jan 12, 2019

Location: New York, NY, US

Company: New York Life Insurance Co


A career at New York Life offers many opportunities. To be part of a growing and successful business. To reach your full potential, whatever your specialty. Above all, to make a difference in the world by helping people achieve financial security. It’s a career journey you can be proud of, and you’ll find plenty of support along the way. Our development programs range from skill-building to management training, and we value our diverse and inclusive workplace where all voices can be heard. Recognized as one of Fortune’s World’s Most Admired Companies, New York Life is committed to improving local communities through a culture of employee giving and service, supported by our Foundation. It all adds up to a rewarding career at a company where doing right by our customers is part of who we are, as a mutual company without outside shareholders. We invite you to bring your talents to New York Life, so we can continue to help families and businesses “Be Good At Life.” To learn more, please visit LinkedIn, our Newsroom and the Careers page of


Position:  Senior Associate, Quantitative Strategist (New York, New York)


Duties: Report to the Director of Research and support the IndexIQ team's efforts in developing research content, serve as a portfolio specialist for the firm's fast-growing suite of smart beta ETFs, assist the CIO in managing legacy indices and products, and develop macro insights and ETF portfolios. Develop research content on IndexIQ innovative solutions associated with current market trends. Update the broader distribution team on news and information affecting IndexIQ funds and the general market. Maintain and develop reports on ETF performance, portfolio characteristics, and industry asset flows within the competitive landscape, while identifying opportunities to improve fund management efficiency. Conduct ongoing research and analysis in support of product positioning, market developments, portfolio performance within the global ETF landscape, while serving as a product specialist for internal audiences. Build internal index models to evaluate new indexes and assess/monitor existing indexes. Collaborate with the index management team and Chief Investment Officer to serve as a back-up for the management of existing indexes and ETFs. Monitor macro/micro trends and conduct research to identify developments that could impact index exposure. Design and back test bottom-up and top-down investment strategies and conduct detailed performance analysis to study strategy behavior under different market environments. Collaborate with the Product Management team to design and build new products. Deploy efficient investigation and management of large data sets and third-party data sources. Build and maintain a financial time series database for pricing, economic, and fundamental data. Develop and maintain the existing code library to support the investment research process.

Requirements: Master's degree in quantitative finance, financial engineering or financial mathematics,(willing to accept foreign education equivalent) plus two years' experience performing quantitative research programming within global capital markets. Specific skills/other requirements – must possess one year of experience: Developing fixed income strategies with launched as ETF products. Building and maintaining automated MATLAB-based ETF trading/re-balancing systems. Managing risk attribution reports and providing factor-based insights for sales and marketing teams. Creating quantitative investment strategies focusing on market beta (integrated/mixed multi-factor, equity sector rotation), income (multi-asset income, put/call/exotic options writing), risk hedging (rate hedge, currency hedge, VIX hedge) or alternative (managed futures, long/short equity, M&A). Managing and using relational databases to efficiently handle and process substantial amounts of data.




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