Senior Quantitative Analyst (PhD)-Multi-Manager-Portfolio Construction/Optimization – Boston recruitment
The firm is quantitatively orientated and will expect the candidate to research, develop and implement leading-edge portfolio construction technology and optimization techniques to construct portfolios of mutual funds that will invest across many diverse strategies and assets. The candidate will have a PhD degree, 10+ years of relevant quantitative optimization experience applied to alpha generation using multi-manager funds, excellent analytical/problem solving skills, experience with scripting or mathematical programming languages such as Python and R and experience using portfolio construction software, (Barra, Northfield, Axioma, CPLEX). Experience managing quantitative analysts is strongly preferred.
Keywords: Mutual Funds, Optimization, Portfolio Construction, PhD, Alpha Generation, Multi-Manager Fund
Refer to Job#19392-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.