Senior Associate- Quantitative Risk Analytics recruitment
RESPONSIBILITIES:
• Lead the quarterly and monthly reporting efforts which involve maintaining and improving our data management and analytic infrastructure.
• Develop and continually improve algorithmic approaches to risk attribution and forecasting at the aggregate portfolio level.
• Assist with asset allocation and Policy Portfolio work
• Assist with various modeling projects involving the evolution of portfolio-wide metrics
• Perform ongoing benchmark research as required
• Complete ad hoc analytical projects as they arise
QUALIFICATIONS EXPECTATIONS:
• Master’s degree in investment or technical field; CFA charter a plus (but not necessarily a substitute)
• 2-4 years relevant work experience (inclusive of internships) and a demonstrated desire to work in finance
• Extreme attention to detail and ability to meet tight deadlines
• Experience in Excel/VBA, Matlab, and Bloomberg
• Econometric or statistical modeling experience (preferably in Matlab or Stata)
• An ability to write clearly and concisely on complex investment topics
• Competent understanding of capital markets, portfolio theory, and financial instruments
• Excellent interpersonal skills and verbal communication skills
• Highest level of integrity and ethical standards