Quantitative Portfolio Construction-Optimization Engineer
5 months ago
Top Investment Manager in Boston -specializing in global multi-asset strategies is seeking a Quantitative Portfolio Construction Engineer 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 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
- 5+ years’ experience in quantitative investment research [portfolio construction, 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 (R, Python, SQL, BI, Optimizers)
- Must have solid verbal and written communication skills
The company offers a handsome compensation and benefits package.
Keywords: Portfolio Construction, Portfolio Optimization, GTAA, Cross Asset, Factor Investing, Python, Optimizers, Multi-Asset, database programming, portfolio construction, asset allocation, multi-factor models, macro-economics
Please send resumes to Jim Geiger jeg@analyticrecruiting.com
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