Quantitative Modeler (Python, Java)– Portfolio Construction Strategist

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 16 Apr 18 2018-04-16

Top Investment Manager in New York -specializing in global multi-asset strategies is seeking a Quantitative Portfolio Construction Analyst with experience across all asset categories to join the Asset Management 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
  • Work closely with the firm’s clients on portfolio management issues such as portfolio construction and manager evaluation
  • Will be expected to conduct and author original research on key issues facing portfolio managers

Requirements:

  • Applicants should have a top school advanced degree (Masters or PhD) with strong background in finance, math, statistics, or a recent with strong programming skills
  • 2-5 years’ experience in quantitative investment research [portfolio optimization, multi factor and asset allocation] across all asset categories
  • Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies
  • Must have strong computer skills (Java or C++, Python, Numpy and Pandas)
  • Must have very strong verbal and written communication skills

The company offers a very attractive compensation and benefits package.

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

Please refer to Job #23044 - and send MS Word attached resume to jeg@analyticrecruiting.com