Smart Beta Quantitative Investment Strategist (Think Tank)
- New York, NY, USA New York NY US
- Permanent, Full time
- Analytic Recruiting Inc.
- 19 Mar 18 2018-03-19
A NY financial firm that develops systematic index strategies is looking for a quantitative researcher.
- Create and develop innovative ETF Benchmarks for investment managers
- Apply smart beta concepts to fixed income strategies
- Develop rule-based (systematic) strategies across asset classes.
- Identify investible risk premia factors
- Work on factor-based portfolio construction and asset allocation models
- Strategies may cover alternative beta and alpha space
- Conduct quantitative research on risk premia strategies, portfolio analytics, portfolio optimization and trading simulations
- Build asset allocation models that offer risk premia to asset managers
- Work closely with major institutional accounts to help deliver systematic index solutions
- Contribute and produce published research
- Experience working in systematic index strategy team or quantitative investment strategies team at bank, asset manager, insurance co or pension fund
- Should have experience applying smart beta investment concepts to fixed income asset allocation and portfolio construction
- Strong statistical programming skills (Python, R, MATLAB)
- Demonstrated experience running statistical regressions, back testing models and verifying results
- The ability to opine about complex investment strategies and concepts
- Solid communication skills to explain both orally and in writing the nature of your index research
Keywords: Systematic index strategist, ETF’s, Smart Beta, quantitative investment strategist, Fixed Income Indices, Python, Regressions
Please refer to Job #23028 - and send MS Word attached resume to firstname.lastname@example.org