Quantitative Research Associate - Systematic Portfolio Construction

Capital Group

Hours: Full time
Where: Los Angeles
Posted: Sep 2

“I can be myself at work.”

You are more than a job title. We want you to feel comfortable doing great work and bringing your best, authentic self to everything you do. We value your talents, traditions, and uniqueness—and we’re committed to fostering a strong sense of belonging in a respectful workplace.

We intentionally seek diverse perspectives, experiences, and backgrounds, investing in a culture designed to celebrate differences. We believe that belonging leads to better outcomes and a stronger community of associates united by our mission. At Capital, we live our core values every day: Integrity, Client Focus, Diverse Perspectives, Long-Term Thinking, and Community.

“I can influence my income.”

You want to feel recognized at work. Your performance will be reviewed annually, and your compensation will be designed to motivate and reward the value that you provide.

What you'd do

Deliver high-impact research on portfolio construction and optimization.
Develop and maintain relevant quantitative models and frameworks.
Partner with QRA leadership, Portfolio Strategy Management leadership, and Investment Group associates to understand and execute on quantitative research and analytical priorities.
Work collaboratively with members of the QRA team in a rigorous peer-reviewed approach to quantitative research and support the team with portfolio optimization expertise.
Respond to deadline-driven requests requiring quantitative analysis.
Participate in the ongoing development of quantitative research processes at CG.
Communicate results and recommendations in a form that meets the needs of the listener.
Help develop computing environments to support research and research-driven processes in a collaborative research environment.

What they want

You have advanced knowledge of optimization methods (including convex, non-linear, and integer programming) and systematic portfolio construction methods, with a minimum of 5 years of relevant experience.
You have excellent systems and computer skills, including demonstrable expertise with quantitative programming languages (e.g., Python, Julia, or R) and with optimization software (e.g. Gurobi or Mosek)
You have at a minimum a basic knowledge of fundamental research, econometrics and modern financial economic theory: e.g. asset pricing, portfolio theory, factor risk models, and machine learning.
You have excellent quantitative research skills, as evidenced by an advanced degree (MFE, MSc, PhD) in a mathematically robust discipline (e.g., mathematics, economics, operations research) or equivalent experience.
You exhibit advanced communication skills – the ability to synthesize issues into solutions, translate complex concepts into simple language, and engage across different audiences.
You are self-motivated, take initiative, and demonstrate commitment to continuously improve skills and self.
You are curious about financial markets, optimization and portfolio construction, and are always learning something new.

Starts: 2026-06-22