Quantitative Modeler - Asset Allocation Strategist

  • Competitive
  • Chicago, IL, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 24 Aug 17

Top Investment Manager in Chicago specializing in global multi-asset strategies is seeking a Quantitative Analyst to join the Asset Allocation Quantitative Research team.

Responsibilities:

  • Research and Develop Asset Allocation and Portfolio Construction models (Cross Asset Momentum and Value Strategies)
  • Create multi-factor methods and tools to support fundamental due diligence research across multi-asset class investments.
  • Back test multi-asset investment models
  • Build time-series and other statistical and econometric investment and portfolio optimization models

 

Requirements:

  • Applicants should have a top school advanced degree (Masters) with strong background in finance, math, statistics, or a recent PhD in Finance, Math or Econometrics with strong programming skills
  • 2-5 years’ experience in quantitative investment research [portfolio optimization, multi factor and asset allocation]
  • Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies
  • Strong computer skills (SQL, Matlab, VBA) are a must
  • The role requires solid verbal and written communication skills

 

The company offers a very attractive compensation and benefits package.

 

Keywords: Portfolio Optimization, GTAA, Cross Asset, Factor Investing, Matlab, SQL, Multi-Asset, database programming, portfolio construction, asset allocation, multi-factor models, macro-economics

 

Please refer to Job #22826 - and send MS Word attached resume to jeg@analyticrecruiting.com