Liquidity Risk / Quantitative Analyst – Boston recruitment
The role will involve developing quantitative tools for measuring and managing the funds, building portfolio optimization models and conducting innovative investment research as well as significant interaction with researchers and portfolio management teams. Expertise in technical problem solving and strong mathematical modeling [optimization theory, stochastic processes and statistical analysis with a math, physics or engineering background would be preferred. Knowledge of money market products, mutual funds and the regulatory environment (Rule 2a-7) is a plus not a requirement. Applicants must have an advanced degree (engineering, math, stats preferred) and should have 5+ years professional experience with a top investment bank or asset manager. Experience with statistical packages such as Matlab and SQL is a plus. The company offers a very attractive compensation and benefits package and opportunities for career growth.
Please refer to Job#18975-EFC and send resumes to Jim Geiger at jeg@analyticrecruiting.com.
Keywords: Money Markets, Mutual Funds, Rule 2a-7, Quantitative analyst, Portfolio optimization, portfolio metrics, Regulatory, compliance