Quantitative Equity Portfolio Analyst (PhD) – Asset Manager
- New York, NY, USA
- Permanent, Full time
- Analytic Recruiting Inc.
- 13 Nov 17 2017-11-13
Top Equity Investment Manager in New York is looking for a Quantitative Equity Analyst (PhD) to join a Portfolio Analytics and Research team that builds models for security valuation, risk analysis, performance attribution, and portfolio construction for a group of factor-neutral equity portfolios.
- Build Multi-Factor Equity Portfolio Risk and Attribution models
- Work Closely with Portfolio Managers to build models that will limit the portfolios exposure to common factor risk such as sector, market capitalization and style drift
- Build Portfolio Construction Models that maximize stock-level alpha while minimizing factor risk
- Work on Equity Valuation, Portfolio Simulation and Equity Index Models
- Must have advanced quantitative degree (PhD strongly preferred)
- Must have 3 years of relevant quantitative equity analytics and portfolio risk modeling experience
- Must have hands on experience designing and building factor risk models, equity valuation models, performance attribution and portfolio construction models
- Nice to have: knowledge of portfolio optimization and portfolio simulation techniques; linear and nonlinear estimation modeling and numerical analysis skills
- Must have strong current programming skills in (R, Python, Matlab, SAS, C or
Keywords: Quantitative, Analytics, Equity, Valuation Models, Factor Models, Portfolio Construction, Performance Attribution, Portfolio Risk, Quantitative Modeler, PhD
If you are a suitable candidate, you can expect:
- A follow-up call to further discuss the position, your interests and expertise.
- Your resume will be sent to our client(s) only after we obtain your approval.
Please refer to Job # 22885_ and send attached resume (Word)to firstname.lastname@example.org