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.
- Portfolio Construction
- Portfolio Optimization
- Factor Modeling
- Tactical Asset Allocation
- Portfolio Strategy Development & Testing
- Risk Attribution
- Portfolio Re-Balancing
- 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, firstname.lastname@example.org | For More Opportunities, please visit www.analyticrecruiting.com