Quantitative Analytics Fellow

(A sponsoring company is required)

 

The SASB is requesting a secondment position from an investment firm to work with a to-be-seated Quantitative Advisory Group (QAG) of leading quantitative researchers and practitioners and SASB research staff to evaluate, improve, and advance SASB sustainability data and tools for use by investors. The Quantitative Analytics Fellow will be part of the Research team and will work closely with SASB’s Director of Research and Technical Director.

Proposed Project(s):

All proposed projects will be accomplished working on a team with the QAG, Technical Director, and research staff under the direction of the Director of Research.

  • Update Materiality Map: Update and improve the materiality map to reflect soon to be ratified SASB standards.
  • Evaluate SICS: Evaluate the effectiveness of SICS in classifying company sustainability characteristics and in providing equity portfolio diversification.
  • Evaluate sustainability factors: Evaluate the extent to which SASB sustainability dimensions, topics, and metrics may be organized and characterized so as to have the effect of being material investment factors.
  • State of Disclosure analysis: Compile multi-year analyses to identify the investment value of the SASB’s State of Disclosure results which has a complete data set for analysis.
  • Other quantitative projects: Identify and respond to requests to undertake additional quantitative research projects.

This role is based in San Francisco, CA.

Reports to:

SASB Director of Research

Term:

One-year, with two one-year renewal options

Opportunities for Professional Development:

  • Assist in the updating and strengthening of the materiality map, a tool at the center of an increasingly recognized Harvard paper, which has the potential for broad adoption and market impact.
  • Work closely with recognized quantitative researchers and practitioners who are members of SASB’s Quantitative Advisory Group.
  • Become an expert in the emerging area of quantitative sustainability research.
  • Develop deep expertise in SASB standards.

Core Competencies:

Critical core competencies for successful performance in this role are:

  • Commitment to delivering high-quality output and results on tight timelines.
  • Experience with quantitative tools such as Barra, Aladdin, and Northfield, particularly factor models and optimizers.
  • Experience in the sustainability field, with knowledge of the types of sustainability issues likely to impact portfolio performance.
  • Ability to understand and work with highly experienced academic and quantitative researchers as well SASB staff with strong sustainability credentials.
  • Self-motivated with the ability to work independently without detailed direction. Solid project management skills. Well organized.
  • High energy, positive, “can-do” attitude, flexibility, teamwork, and a high degree of initiative.

Desired Qualifications / Experience:

The successful candidate will be high-energy, agile-minded, strategic, proactive, a direct communicator, highly-organized and committed to the vision and values of SASB. In addition, the following qualifications will generally define the successful candidate (minimum):

  • 1- to 2-year commitment to the role as a full time secondment to SASB
  • 7-plus years’ relevant experience with analytics to support investment decisions and investible products
  • BA required, relevant advanced degree (statistics, math, physics) expected
  • Mission-driven; passionate about SASB
  • Good sense of self and strong personal presence
  • Willingness to work hard and take direction—but also creatively solve problems for which the answers are not always obvious

Available SASB Internal Expertise and Resources

This Quantitative Analytics Fellow will work closely with a to be hired Technical Director, who has an overlapping role focused on sustainability metric development and evaluation. The SASB is convening an experienced group of academic and quantitative researchers and practitioners, the QAG, with whom the analyst/fellow will work closely.

To Apply:

Please submit your resume and cover letter via email to careers@sasb.org, with the email subject as “Quantitative Analytics Fellow.”