Sr. Quantitative Analyst Multi-Asset Portfolio Strategies (GTAA) - (SQL/R) – Portfolio Manager

  • Competitive
  • Boston, MA, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 15 Apr 19

Investment Manager in Boston specializing in global multi-asset strategies is seeking a Senior Quantitative Portfolio Risk Analyst to join the Portfolio Management team. The role will work on Tactical Asset Allocation and Portfolio Construction Projects to create multi-factor methods and tools to support fundamental due diligence research across multi-asset class investments.


  • Portfolio Construction
  • Portfolio Optimization
  • Factor Modeling
  • Tactical Asset Allocation
  • Portfolio Strategy Development & Testing
  • Risk Attribution


  • Applicants should have a top school advanced degree with strong background in finance, math, statistics, or the like.
  • 5+ years’ experience in quantitative research [portfolio optimization, tactical asset allocation, multi-factor and alpha modeling]
  • Multi-Asset Class -risk and asset allocation experience strongly preferred
  • Strong computer skills (R, SQL) are a must as well as experience using tools such as Barra/Northfield, Factset, Bloomberg, Blackrock).
  • Must have superior communication skills

This position provides opportunities to do cutting-edge modeling and advance to a portfolio management role. The company offers a very attractive compensation and benefits package.

Keywords: GTAA, R, Multi-Asset, Mutual Funds, Database Programming, Optimization, Portfolio Construction, Asset Allocation, SQL, Fund Performance, Multi-Factor Models, Macro-Economics

Please refer to Job 23435- and send MS Word attached resume to Jim Geiger, | For More Opportunities, please visit