Quantitative Analyst- Boston- Portfolio Strategy- $80-90k base+ bonuses recruitment
The group requires a quantitative academic background with at least two years experience developing statistical based models for portfolio construction, performance attribution and alpha generation. You will work alongside a senior analyst who will guide your development in the area, the successful candidate must be highly motivated and driven to succeed in this industry.
Requirements:
At least a master’s degree in Statistics, Operations research, Statistics, Mathematical Finance or similar topics.
Ideally you will have a strong programming skill set with Java, c++, Access, R, Matlab, SAS essential.
Experience in Finance- research on investment strategies is highly desirable.
Excellent knowledge of statistics, probability theory and linear algebra, along with the ability to apply the concepts to solve practical modelling and application problems. Stochastic Algebra and/or practical experience with Monte Carlo are pluses
Responsibilities:
Developing statistical model based strategies across US Equities
Performance Attribution / Portfolio Construction and Asset Allocation
This is an excellent career position to develop your skill set within finance, establishing yourself in the industry alongside some of the most respected and renowned analysts and Portfolio Managers.
Please apply directly to qfm@selbyjennings.com