Quantitative Research- Asset Manager- Alternative Investments- New York

Quantitative Research- Asset Manager- Alternative Investments- New York
One of the oldest asset managers in Manhattan is expanding their research team and currently seeks an associate level researcher.  The role is suited to an academic background in Economics or a more quantitative degree with at least two years experience in quantitative research within alternative investments, asset allocation and hedge fund research.

You will work closely with a Director level Portfolio Manager and will have a structured growth plan where you will learn new products, new research techniques and gain hands on exposure to portfolio management.

Responsibilities:
Research and development of fundamental and macro strategies in global macro assets
Researching various hedge fund strategies
Macro Economic research:

Portfolio construction and optimization

This role will provide a clear path in the future towards portfolio management and will quickly give management responsibility as the fund continues to grow with several key hires planned for 2012/2013.

Requirements:
A strong academic background in Economics- Ideally a PhD though a masters from a leading university is suitable
Experience in Macro economic forecasting and research
Experience in creation of quantitative strategies
Proven ability to manipulate large data sets
Skilled in the use of statistical programming languages as well as coding in Matlab, SAS

As part of a very exciting fund with great growth prospects, a very solid investment platform and a group of reputable portfolio managers you will play a significant role in developing the fundamental systematic macro fund.

Remuneration is based on previous experience and potential for success in the role. Please apply directly to
apply.a33hoixign@selbyjennings.aptrack.co.uk with a word format CV.

April 12, 2013 • Tags:  • Posted in: Financial

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