Quantitative Modeler (Python, Java)– Portfolio Construction Strategist
- 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.
- 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
- 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 email@example.com