Hi everyone, Just hoping that someone on this forum could provide practical insight into the responsibilities of a ‘Quantitative Strategy Analyst’. I’ve been offered the job and therefore have an appreciation of what it can cover conceptually, though I really want to hit the ground running when I start, thus I’d greatly appreciate some practical advice :)) Please elaborate (practically) on the typical day-to-day tasks expected of such an analyst, tasks such as: * Modelling Oil prices: Demand/Supply influences, spot oil pressures to cover short-call positions, geo-political event risks etc… What would be the best way to go about modelling this in MS Excel for example? ie. regression between oil price and supply/demand data, # of short-call options written on a particular oil futures contract, etc. * Economic fundamental analysis: Interest rates and their influence on bond yields, equity prices…etc, etc… MS Excel models of regression, etc… I’m sure that there are a multitude of other topics that this role could address, so please provide comment where appropriate. Thanks for reading my post and thank you SO much in advance for your response(s)… Cheers.
***Bad format on last thread*** Hi everyone, Just hoping that someone on this forum could provide practical insight into the responsibilities of a ‘Quantitative Strategy Analyst’. I’ve been offered the job and therefore have an appreciation of what it can cover conceptually, though I really want to hit the ground running when I start, thus I’d greatly appreciate some practical advice :)) Please elaborate (practically) on the typical day-to-day tasks expected of such an analyst, tasks such as: * Modelling Oil prices: Demand/Supply influences, spot oil pressures to cover short-call positions, geo-political event risks etc… What would be the best way to go about modelling this in MS Excel for example? ie. regression between oil price and supply/demand data, # of short-call options written on a particular oil futures contract, etc. * Economic fundamental analysis: Interest rates and their influence on bond yields, equity prices…etc, etc… MS Excel models of regression, etc… I’m sure that there are a multitude of other topics that this role could address, so please provide comment where appropriate. Thanks for reading my post and thank you SO much in advance for your response(s)… Cheers.
What are the educational requirements for this position? It doesn’t sound like a ‘quant’ position per se from your description.
Sounds like you are developing estimates of future economic factors to be fed into a quantitative model, then - if it’s a real strategy role - explaining how these forecasts affect your allocation and security selection decisions, perhaps by comparing portfolios before and after incorporating your forecasts. Possibly you might be trying to estimate next period returns to fundamental factors like P/E, P/B, capsize, etc… If it’s a junior position, then you’re probably just doing the background crunching in support of a senior strategist. If you are using Excel instead of something like STATA, Matlab, or maybe minitab, then the models are probably not all that complex and don’t require a lot of diagnostics. Could be a neat job. The sort of thing I would enjoy doing… If you don’t like the job, send them my way. 
Cheers for the responses guys. bchadwick: That’s pretty much what I assumed; modelling ‘fundamentals’ to see their effect(s) on asset allocations/selections. Initially I’m going to be tasked with supporting the senior strategist like you said; I’m looking forward to a steep learning curve! I reckon it’ll be a pretty neat job too 
DTD2003: Job requirements: * MSc/Phd Finance/Maths/Statistics advanced degree * 2-3 yrs work experience within an investment bank with exposure to financial modelling. * advanced MS Excel * thorough understanding of Quantitative methods (CFA lvl 1/2 ideal here); particularly multiple regression