Buyside Quantitative Model Review Analyst

  • Competitive Base & Bonus
  • New York, NY, USA
  • Permanent, Full time
  • Ashton Lane Group
  • 15 Dec 17 2017-12-15

Research and Review of portfolio construction models at a top tier Investment Management firm

Responsibilities:

  • Assist on all matters related to risk modeling across all investment management strategies.
  • Coverage of asset classes such as Equities, Fixed Income/Liquidity, Multi-Asset and Fund of Funds
  • Perform Quantitative Model review of strategies and/or portfolio construction process developed by Investment teams
  • Provide input into the model review of vendor based risk and pricing analytics
  • Work effectively with colleagues to deliver state of the art analytics in a timely and efficient manner

Requirements:

  • 1 - 3 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modeling and portfolio optimization
  • Skills in statistical packages such as R, SAS, Matlab and S+; and familiarity with database systems such as Sybase
  • Familiarity with vendor risk systems such as RiskMetrics, BlackRock, MSCI/Barra, Yield Book, Barclay’s POINT, and SunGard APT
  • Ph.D. or Master’s Degree in a technical field such as, Mathematics, Statistics, Econometrics, Operations Research

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

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