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Quantitative Investment Strategist – Multi-Asset Portfolio Construction

3 months ago


Boston, United States Analytic Recruiting Inc. Full time

Top Investment Manager in Boston -specializing in global multi-asset strategies is seeking a Quantitative Portfolio Construction Analyst with experience across all asset categories to join the Asset Management Quantitative Research team.

Responsibilities:

  • Research and Develop Asset Allocation and Portfolio Construction models (Cross Asset Momentum and Value Strategies)
  • Create multi-factor methods and tools for fundamental due diligence research across multi-asset class investments.
  • Develop and work with portfolio optimization models for portfolio construction and Sharpe ratio optimization models to evaluate investment returns and performance
  • Backtest multi-asset investment models
  • Build time series and other statistical and econometric investment and portfolio optimization models
  • Work closely with the firm’s clients on portfolio management issues such as portfolio construction and manager evaluation
  • Will be expected to conduct and author original research on key issues facing portfolio managers

Requirements:

  • Applicants should have a top school advanced degree (Masters or PhD) with strong background in finance, math, statistics
  • 10+ years’ experience in quantitative investment research [portfolio optimization, multi-factor and asset allocation] across all asset categories
  • Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies
  • Must have strong computer skills (Java or C++, Python, Numpy and Pandas)
  • Must have solid verbal and written communication skills

The company offers a handsome compensation and benefits package.

Keywords: Portfolio Optimization, GTAA, Cross Asset, Factor Investing, Python, Numpy, Pandas, Multi-Asset, database programming, portfolio construction, asset allocation, multi-factor models, macro-economics


Please send resumes to Jim Geiger jeg@analyticrecruiting.com