Quantitative Equity Investment Strategist (Python) – Portfolio Construction

  • Competitive
  • Boston, MA, USA Boston MA US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 17 Aug 18 2018-08-17

Top Investment Manager in Boston -specializing in global equity is seeking a Quantitative Portfolio Construction Analyst with 3+ years of experience implementing investment strategies for institutional clients.

Responsibilities:

  • Construct and implement global equity portfolios with strict adherence to client’s risk preferences and risk tolerances
  • Work closely with the firm’s clients on portfolio management issues such as portfolio construction, portfolio optimization and manager evaluation
  • Identify, communicate and address portfolio insights with clients and with the firm’s portfolio managers and research teams

 

Requirements:

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

 

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, jeg@analyticrecruiting.com.