Quantitative Portfolio Analyst Risk and Asset Allocation Strategies Quantitative Portfolio Analyst Risk and Asset  …

Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Last application, 01 Oct 19
Competitive
Analytic Recruiting Inc.
in Boston, MA, United States
Permanent, Full time
Last application, 01 Oct 19
Competitive
Investment Manager in Boston specializing in global multi-asset strategies is seeking a Quantitative Portfolio Analyst to join the Portfolio Management team. The role will work on one or more of these models: Asset Allocation, Portfolio Construction, Optimization, Portfolio Rebalance, Performance and Risk Attribution. Candidates must have strong R programming skills and 5+ years as a quantitative analyst designing and using multi-factor models to analyze and support fundamental investment research, risk management and portfolio construction across multi-asset investments.

Responsibilities:

  • Portfolio Construction
  • Portfolio Optimization
  • Factor Modeling
  • Tactical Asset Allocation
  • Portfolio Strategy Development & Testing
  • Risk Attribution
  • Portfolio Re-Balancing

Requirements:

  • Applicants should have a top school advanced degree with a strong background in finance, math, statistics, or the like.
  • 5+ years’ experience in quantitative research [portfolio optimization, tactical asset allocation, risk attribution, portfolio rebalance, multi-factor and alpha modeling]
  • Multi-Asset Class -risk and asset allocation experience strongly preferred
  • Must have advanced (R, SQL) skills as well as experience using tools such as Barra/Northfield, Factset, Bloomberg, Blackrock).
  • Must have superior communication skills
  • This position provides opportunities to do cutting-edge modeling and advance to a portfolio management role. The company offers a very attractive compensation and benefits package.

Keywords: GTAA, R, Multi-Asset, Mutual Funds, Database Programming, Optimization, Portfolio Construction, Asset Allocation, SQL, Fund Performance, Multi-Factor Models, Macro-Economics, Analytics

Please refer to Job 23435- and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com 

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