Manager of Quantitative Programming & Analysis

Lockheed Martin Corporation Bethesda, MD
Job Description :

The Manager, Quantitative Programming and Analysis, reporting to the Managing Director, Quantitative Research and Asset Allocation, will write computer programs to compute daily pension plan performance, conduct attribution analysis, monitor asset allocation and risk exposures. He/She also needs to write computer codes to do quantitative screening and analysis on risk/return characteristics on asset classes, sectors, and individual securities. In addition, the manager will help to conduct back-testing on various investment strategies.

Key Responsibilities

The analyst's responsibilities will include but not limit to:

* Modify and improve investment performance system

* Write computer codes to implement performance measurement and attribution analytics

* Conduct asset allocation and risk analysis

* Write computer programs to monitor and analyze investment portfolio holding exposures

* Quantitative screening on risk/returns for different assets, sectors, and individual securities

* Conduct back-testing for various strategies

* Special projects, etc.

Basic Qualifications

Required Skills

* Solid computer programming skills

* Deep understanding on modern portfolio theories and rich working experience on investment performance analytics

* Working knowledge on equity, fixed-income, commodity, hedge fund, private equity, real estate, etc. and familiarity with derivatives

* System development experience and strong technical skills, including VBA programming, MATLAB, Perl, Java, etc.

* 3+ years working experience in investment industry

* Bachelor degree in quantitative sciences, such as mathematics, physics, engineering, computer science

Desired skills

CFA preferred

Masters preferred

Strong oral and written communications skills

As a leading technology innovation company, Lockheed Martin's vast team works with partners around the world to bring proven performance to our customers' toughest challenges. Lockheed Martin has employees based in many states throughout the U.S., and Internationally, with business locations in many nations and territories.

Join us at Lockheed Martin, where we're engineering a better tomorrow.

Lockheed Martin is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, age, protected veteran status, or disability status.

Job Location(s): Bethesda Maryland

Security Clearance :

None

Business Unit :

ESS1000 CORPORATE HEADQUARTERS

Job Class :

Finance

Job Category :

Experienced Professional

City :

Bethesda

State :

MD

Virtual :

Yes

Relocation Available :

Possible

Work Schedule :

FLEX-Non-Standard 40 hour week

Req Type :

Full-Time

Shift :

Additional Posting Locations :

Bethesda