Quantitative Equity (Long/Short) Portfolio Manager- Boston recruitment
Responsibilities will encompass managing long/short global equity portfolios, portfolio construction, optimization, risk modeling and alpha modeling. Applicants should have a top school advanced degree (MS or PhD) with strong background in econometrics, statistics, 5 plus years experience in quantitative equity research and strategies [e.g., stock selection, portfolio optimization, multi factor and alpha modeling] and strong computer skills (Matlab, SQL, SAS, R, Python) are a must. Candidates must have experience and success in managing global long/short equity portfolios and must have the ability to meet with the firms global clients. The company offers an attractive compensation and benefits package.
Keywords: Long/Short Equity, Portfolio Manager, Quant Equity, Alpha Modeling
Please send resumes to Jim Geiger at jeg@analyticrecruiting.com