Portfolio Quant Analyst
JOB DESCRIPTION
The purpose of the Portfolio Quant Role is to implement multi-asset alpha models into analytics library, by working alongside others quant and portfolio managers (PM). This is a highly technical front office team that need a quant whose both strong with financial mathematics but also computational abilities in order to boost front office portfolio trading.
Location: Boston, USA.
The role:
- Working with other quants and PM’s with the front office to construct portfolios.
- Implementing alpha models in the analytics library using R.
- Closely tied to the investment portfolio desk.
- Using financial mathematics and statistical analysis to help with portfolio research.
- Applying quantitative analytics and development techniques to existing and future portfolios.
- Work very closely with quantitative portfolio managers to make enhancements.
Requirements:
- Ideally 1-5 years implementing quantitative models, using R or matlab.
- PhD or Masters from a top school i.e. a focus on financial mathematics or computational finance.
- Ideally a proven track record covering portfolio development, quant development or quantitative analysis in financial setting.
- Have a problem solving mentality as well as strong analytical intuition.
- SQL abilities would be beneficial but not an absolute requirement.
- Able to communicate and interact with the business effectively.
In return they are offering:
- A huge opportunity to work within a leading quantitative asset management firm.
- Very profitable and exciting buy side exposure.
- Direct impact on the business in the front office, means you will gain hands exposure.
- Excellent opportunity to be groomed into becoming a more significant portfolio quant.
- Extremely competitive compensation structure, for the right person includes guaranteed bonuses.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: quant development, portfolio development, portfolio construction, buy side quant analyst, quantitative analytics, portfolio research, financial mathematics, alpha models, alpha signals, portfolio optimization, multi-asset, implementation, analytics library.
APPLY | quant.americas@gqgm.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 7.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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