Portfolio Optimization Quantitative Analyst, Global Equity
- Boston, MA, USA Boston MA US
- Permanent, Full time
- Analytic Recruiting Inc.
- 24 Sep 18 2018-09-24
Investment Manager in Boston -specializing in global equity is seeking a Quantitative Portfolio Construction Analyst with 3+ years of experience implementing investment strategies.
- Construct, implement and rebalance global equity portfolios with strict adherence to client’s risk preferences and risk tolerances
- Rebalance portfolios using portfolio optimization models
- Analyze quantitatively driven portfolio proposals and generate trades and trade ideas for approval
- Understand characteristics, nuances and mandates of each portfolio, respond to cash flow changes, review rebalance process, review proposed orders, propose optimal portfolio adjustments, review portfolio construction, approve all orders to be sent to portfolio managers
- Work with compliance on all pre-trade issues and constraints and operations to confirm cash flows and portfolio holdings
- Manage and shepherd the orders through the PM’s to the traders
- Run backtests and simulations on proposed portfolio adjustments and changes
- Work with IT to identify operational inefficiencies, validate these changes and write up the specs and requirements
- Identify, communicate and address portfolio insights with the firm’s portfolio managers and research teams
- Applicants should have a top school advanced degree with strong background in finance, math, statistics
- Must have 2+ years’ experience in quantitative global equity investment management [portfolio optimization, multi-factor and asset allocation] with a top-tier quantitative asset manager
- Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies
- Must have strong programming and database skills, at least one of the following (Java, C++, Python, Numpy, and Pandas)
- Must have very strong verbal and written communication skills
- MS and CFA would be preferred
- Client is looking for a smart creative candidate who can bring innovation and help identify process enhancements and improvements
The company offers a very attractive compensation and benefits package.
Keywords: Portfolio Optimization, GTAA, Global Equity, Factor Investing, Python, Numpy, Pandas, Multi-Asset, database programming, portfolio construction, asset allocation, multi-factor models, macro-economics
Please refer to Job 23155 - and send MS Word attached resume to Jim Geiger, firstname.lastname@example.org.