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Quantitative Developer

AT MIO Partners Inc.
MIO Partners Inc.

Quantitative Developer

New York, NY

MIO Partners, Inc. (MIO) provides proprietary investment products to McKinsey's retirement plan and partners and offers independent, high-quality financial advice to McKinsey's partners. We manage a wide array of investment vehicles with significant expertise and a long and successful track record in alternative strategies, including hedge funds and private equity. We have a multibillion-dollar portfolio of assets under management, and we manage assets for and advise only McKinsey-related clients; we do not accept outside or third-party investments.

MIO is a values-based organization that is strongly aligned with our investors' interests. MIO measures success as performance relative to a market-based benchmark.

MIO, a 250+ person registered investment adviser, provides ample opportunities for somebody with an entrepreneurial drive to shine. We strive to meet the highest professional standards and build an organization that attracts, develops, and retains exceptional people. MIO is a wholly owned subsidiary of McKinsey, but our activities are kept entirely separate from those of the consulting Firm.

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Position

MIO's Portfolio Analytics Group is seeking a Quantitative Developer with exceptional quantitative development and problem-solving skills. The ideal candidate will approach risk in a structured, logical, and qualitative manner as a foundation for robust quantitative analysis and will be an effective communicator. While systems developments and maintenance will be core responsibilities, the successful candidate will exhibit the intellectual curiosity, analytical capability, and process-oriented mindset to contribute beyond pure development.

The Group

The Portfolio Analytics Group (PAG) core function is to provide decision support to the Investment team by (i) maintaining and evolving MIO's manager selection analytics and (ii) provisioning data and using data-driven analytics to create an edge in our investment processes. In addition, the group provides input on various ad-hoc analyses that support our CIO and portfolio managers in our manager selection investment process. The group also acts as the fundamental center of competence, producing routine performance and risk reports for Risk and Advisory. The PAG team co-owns MIO's attribution system, which is central to managing our investment team and systemic risks across our portfolio.

Primary responsibilities
  • Enhance, support, and take ownership of existing systems and applications
  • Develop and maintain systems which require ongoing troubleshooting and quality assurance
  • Ensure consist and accurate risk and performance data published by the Risk team
  • Work on multiple projects simultaneously, including new development, quality assurance, and ad hoc data analysis
  • Create associated documentation of designed frameworks, systems, data, and report generation
  • Provide recommendations on improved calculations, methodologies, systems, and automate processes
Desired Background
  • Bachelor's degree in Electrical Engineering, Computer Science, Math, Physics, Economics, Finance, or Operations Research
  • Graduate degree in Finance or quantitative discipline is desirable; equivalent practical professional experience is also suitable
  • FRM or CFA level 1 (or higher) preferred, particularly for candidates without prior risk or asset management experience
  • Strong programming skills, especially with Python (including Pandas and NumPy)
  • Solid understanding of data base design and SQL; familiar with Excel/VBA or Tableau is a plus
  • 2-4 professional experience with exposure to risk or asset management exposure
  • Experience with Risk Metrics preferred
  • Self motivated with an ownership mindset
  • Strong attention to detail with a natural curiosity and ability to dive deep into complex problems
Certain US states require MIO Partners, Inc. to include a reasonable estimate of the salary range for this role. Actual salaries may vary and may be above or below the range based on various factors, including, but not limited to an individual's assigned office location, experience, and expertise. Certain roles are also eligible for bonuses, subject to MIO's discretion and based on factors such as individual and/or organizational performance. Additionally, MIO offers a comprehensive benefits package, including medical, dental and vision coverage, telemedicine services, life, accident and disability insurance, parental leave and family planning benefits, caregiving resources, a generous retirement program, financial guidance, and paid time off.

Base salary range

$150,000-$150,000 USD

MIO Partners, Inc. (MIO) is an equal opportunity employer. MIO will consider all applicants regardless of race, color, religion, sex, sexual orientation, gender identity, national origin, veteran status, or disability status.

We are committed to protecting your privacy. Please review our Applicant Privacy Policy for a detailed explanation of how we collect, use, and protect your personal information.

Client-provided location(s): New York, NY, USA
Job ID: Mio_Partners-4670796008
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • Virtual Fitness Classes
  • Diversity and Inclusion

    • Employee Resource Groups (ERG)