Quantitative Modeler - Asset Allocation Strategist
- 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.
- 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
- 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 firstname.lastname@example.org