Quantitative Portfolio Construction-Optimization Engineer

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 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



  • 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 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...


  • 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 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...


  • Boston, United States GMO Full time

    Company Profile Founded in 1977, GMO is a global investment manager committed to delivering superior long-term investment performance and advice to our clients. We offer strategies and solutions where we believe we are positioned to add the greatest value for our investors. These include multi-asset class, equity, fixed income, and alternative offerings. We...


  • Boston, MA, United States Invesco Real Estate Full time

    Senior Quantitative Analyst Apply Locations: Boston, Massachusetts Time Type: Full Time Posted on: Posted 2 Days Ago Job Requisition ID: R-8028 As one of the world’s leading asset managers, Invesco is dedicated to helping investors worldwide achieve their financial objectives. By delivering the combined power of our distinctive investment management...


  • boston, United States Fidelity TalentSource LLC Full time

    Job Description:The DepartmentStrategic Advisers, LLC is a registered investment advisor and wholly owned subsidiary of FMR LLC that provides investment management services to clients through Fidelity s retail and institutional distribution channels. For more than 25 years Strategic Advisers has specialized in the design, construction and management of asset...


  • Boston, United States Selby Jennings Full time

    We are in search of a Quantitative Full Stack Developer to collaborate closely with the Fixed Income Quant Research Team. In this role, you will engage in a range of projects across various facets of the investment process, such as data loading, research tool development, model generation, and analytics. Your primary responsibility will involve shaping and...


  • boston, United States Fidelity TalentSource LLC Full time

    Job Description:The DepartmentStrategic Advisers, LLC is a registered investment advisor and wholly owned subsidiary of FMR LLC that provides investment management services to clients through Fidelity s retail and institutional distribution channels. For more than 25 years Strategic Advisers has specialized in the design, construction and management of asset...


  • Boston, United States Mackenzie Financial Corporation Full time

    Job Description IGM Financial Inc. is one of Canada's leading diversified wealth and asset management companies with approximately $188.4 billion USD in total assets under management. We provide a broad range of financial planning and investment management services to help more than two million Canadian meet their financial goals. Our activities are carried...


  • boston, United States BrainWorks Full time

    My client, a leading financial services firm, is seeking to hire a Senior Quantitative Software Engineer with strong programming, modeling, and applied math skills, combined with knowledge of equities, fixed income, derivative instruments, or related area.In this key role, the Senior Quantitative Software Engineer (Quant, Fintech) will build analytical...


  • Boston, United States BrainWorks Full time

    My client, a leading financial services firm, is seeking to hire a Senior Quantitative Software Engineer with strong programming, modeling, and applied math skills, combined with knowledge of equities, fixed income, derivative instruments, or related area.In this key role, the Senior Quantitative Software Engineer (Quant, Fintech) will build analytical...


  • Boston, United States BrainWorks Full time

    My client, a leading financial services firm, is seeking to hire a Senior Quantitative Software Engineer with strong programming, modeling, and applied math skills, combined with knowledge of equities, fixed income, derivative instruments, or related area.In this key role, the Senior Quantitative Software Engineer (Quant, Fintech) will build analytical...


  • Boston, United States C2R Ventures Full time

    Our client, a Boston-based fundamentally driven systematic investment manager with more than 40 billion in managed assets, is seeking a Quant Researcher to join the firm. The company takes a bottom-up approach to research and security selection and distils its findings into systematic processes that are applied across regions, styles, and capitalizations. It...


  • boston, United States C2R Ventures Full time

    Our client, a Boston-based fundamentally driven systematic investment manager with more than 40 billion in managed assets, is seeking a Quant Researcher to join the firm. The company takes a bottom-up approach to research and security selection and distils its findings into systematic processes that are applied across regions, styles, and capitalizations. It...


  • Boston, United States C2R Ventures Full time

    Our client, a Boston-based fundamentally driven systematic investment manager with more than 40 billion in managed assets, is seeking a Quant Researcher to join the firm. The company takes a bottom-up approach to research and security selection and distils its findings into systematic processes that are applied across regions, styles, and capitalizations. It...


  • boston, United States C2R Ventures Full time

    Our client, a Boston-based fundamentally driven systematic investment manager with more than 40 billion in managed assets, is seeking a Quant Researcher to join the firm. The company takes a bottom-up approach to research and security selection and distils its findings into systematic processes that are applied across regions, styles, and capitalizations. It...


  • Boston, United States Selby Jennings Full time

    About: Selby Jennings has partnered with the Quantitative Strategies team of an elite, multi-strategy hedge fund. This is a team of individuals coming from various backgrounds between big tech and the quant space. This is a full-time role in Boston (3 days per week on-site).Qualifications:Bachelors (Master's or PhD preferred) in Computer Science, Math,...


  • Boston, MA, United States Selby Jennings Full time

    About: Selby Jennings has partnered with the Quantitative Strategies team of an elite, multi-strategy hedge fund. This is a team of individuals coming from various backgrounds between big tech and the quant space. This is a full-time role in Boston (3 days per week on-site).Qualifications:Bachelors (Master's or PhD preferred) in Computer Science, Math,...


  • Boston, United States C2R Ventures Full time

    Top Financial firm is seeking a Quantitative Developer to partner with multiple systematic investing teams and work on different aspects of the investment process, including data loading, research tools, and model analytics. You will help build new data processing and quantitative tools using Python and a cloud-native, state of the art scalable-computing...


  • Boston, United States C2R Ventures Full time

    Top Financial firm is seeking a Quantitative Developer to partner with multiple systematic investing teams and work on different aspects of the investment process, including data loading, research tools, and model analytics. You will help build new data processing and quantitative tools using Python and a cloud-native, state of the art scalable-computing...


  • Boston, United States Augusta Aiken & Associates Full time

    The company is a top-performing multi-strategy hedge fund based in Boston, with an exceptional performance in financial markets. The team focuses on developing cutting-edge systematic trading strategies across asset classes, driven by a research-focused culture and engineering excellence. They are seeking Quantitative Researchers to join their team, bringing...