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About the Role

The Multi-Asset Strategies Researcher (Senior Analyst or Associate) is responsible for conducting research and analysis across multi-asset investment strategies, developing quantitative models, evaluating portfolio performance and risk, and generating investment insights to support asset allocation decisions. The incumbent will analyze market trends, economic conditions, and regulatory developments; prepare research reports and presentations; support investment decision-making; and contribute to the enhancement of research methodologies and analytical frameworks. The position proactively works with the Multi-Asset Strategies (MAS) team, Investment Operations, IMD staff, and TRS partners.

Responsibilities

Conducts quantitative research to develop and enhance alpha signals, portfolio construction, and risk management across the Alternative Risk Premia and Risk Parity portfolios.
Designs and executes the full research lifecycle from hypothesis through robustness testing and sizing recommendation.
Evaluates external and academic research for internal application and generate novel ideas that broaden the strategy and signal set.
Produces high-quality research documentation explaining theory and empirical results.
Presents and defends findings to portfolio management, the MAS Investment Committee, and senior management.
Integrates large language models (LLMs) into the quantitative investment research process.
Builds Python-based tools and workflows to access, clean, and analyze data at scale.
Partners with portfolio managers and quant developers to deliver end-to-end research and production improvements.
Contributes to the shared multi-asset data system, backtesting framework, and portfolio construction tools.
Applies modern engineering standards including version control, unit testing, code review, and documentation.
Support daily and periodic model runs, rebalances, and data quality checks.
Build and maintain risk, exposure, and performance monitoring for assigned strategies.
Investigate and resolve data and model exceptions.
Provide backup coverage for critical production processes.

Requirements

Bachelor’s degree from an accredited college or university in a related field.
High school diploma or equivalent and additional full-time experience in quantitative research or related experience may be substituted on an equivalent year-for-year basis.
One (1) -Two (2) years of full-time experience in quantitative research or related experience.
A master's degree or doctoral degree in a closely related field may be substituted on an equivalent year-for-year basis.
Experience with SQL and with version control software, including Git.
Experience with data science-oriented Python libraries (pandas, SciPy, NumPy, scikit-learn).
Experience taking research code into a production investment process.
Knowledge of, or strong interest in, futures, FX, and derivatives markets.
Demonstrated original research output, such as a thesis, publication, or a signal taken into production.
Knowledge of probability, statistics, econometrics, and foundational mathematics (linear algebra, calculus).
Knowledge of research design and the practical pitfalls of empirical finance research, including overfitting and multiple testing.
Knowledge of portfolio construction, risk modelling, and performance attribution concepts.
Knowledge of investment concepts, terminology, strategies, and fundamental factors; familiarity with futures, FX, and derivatives markets.
Knowledge of software engineering principles as applied to quantitative research code.
Ability to work collaboratively in an applied quantitative investment research environment.
Ability to exercise independent judgment on research design and on the interpretation of empirical results.
Ability to take ownership of an assigned strategy or asset-class area and develop subject-matter expertise.
Ability to solve technical problems independently and proactively.
Ability to establish and maintain effective working relationships with colleagues, agency staff, and external contacts.

Skills

Python
SQL
Git
pandas
SciPy
NumPy
scikit-learn
Probability
Statistics
Econometrics
Linear Algebra
Calculus
Research Design
Empirical Finance Research
Portfolio Construction
Risk Modelling
Performance Attribution
Investment Concepts
Futures Markets
FX Markets
Derivatives Markets
Software Engineering Principles

Location

TRS Headquarters Building 2, 1900 Aldrich Street, Austin, Texas, 78723, United States

Work Type

Unclassified Regular Full-Time

Experience Level

Senior Analyst
Associate
1-2 years of full-time experience in quantitative research or related experience
Master's degree or doctoral degree may substitute for experience

Education Level

Bachelor’s degree in a related field
Master's degree or doctorate/PhD in mathematics/statistics, computer science, physics, engineering, financial engineering, economics, or a related area

Salary/Compensations

Depends on Qualification

About the Company

With the Investment Management Division (IMD) you will be joining a diverse group of achievers who celebrate the unique value individuals bring to support our shared cause: earning trust and contributing to the financial future of 2 million public education employees and retirees throughout Texas.
Navigating the current market environment takes innovation and we’re passionate about stewarding the right investments to make an impact both in the lives of our members and all Texans.
We invite you to partner with the best financial minds in the business to manage a global portfolio of over $200 billion in public and private investments.
Our success starts with you.