Quantitative Modeler – Investment Research Quantitative Modeler – Investment Research …

Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 15 Sep 19
Competitive
Analytic Recruiting Inc.
in Washington D.C., DC, United States
Permanent, Full time
Last application, 15 Sep 19
Competitive
A Global Investment Manager in Washington, DC is looking for a Quantitative Developer to develop and enhance analytics, risk, pricing, asset allocation, and portfolio construction models for the firm’s multi-asset investment teams. This role is part of the Multi-Asset Investment team and collaborates with and supports Quantitative Strategists and Portfolio Managers.

Responsibilities:

  • Work closely with Quantitative Ph.D.'s on prototyping and coding investment models
  • Work on model testing, ongoing performance monitoring, and model documentation
  • Work on improving model performance by refactoring code
  • Work as a liaison between investment professionals and core IT to build faster and more efficient portfolio risk and portfolio construction models
  • Stress Test Investment and Pricing Models for performance analysis
  • Conduct Quantitative Research to implement model enhancements

 

Requirements:

  • Advanced degree in a quantitative field- Math, Physics, Economics is a requirement
  • 5+ years of experience building and reviewing investment risk, investment analytics, and portfolio optimization models
  • Must have current Programming skills– one or more of the following (Python, R, Matlab)
  • Must have SQL Database experience
  • Experience designing and working with web service architectures
  • Experience designing web frontends and/or modern web frameworks and visualization packages
  • Must have superior communication skills and the ability to manage people and projects

 

Keywords: Quantitative Investment Models, Portfolio Construction, Pricing Models, Investment Manager, Statistics. Factor Models, Econometric models, Multi-Asset, Analytics

 

Please refer to Job 23566 – and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com

Close
Loading...