Senior Quantitative Global Investment Analyst (PhD) -Tactical Asset Allocation recruitment
The role will be to create multi-factor methods and tools to support fundamental due diligence research across multiple asset classes [Equity (US and International), Fixed Income, and hedge funds] aimed at improving Mutual fund positioning, portfolio construction, sub-advisor manager selection and risk management. One key objective will be to research and understand how macro-economic cycles drive asset returns globally. Candidates must have at least 5 yrs of experience developing, back testing and evaluating asset allocation, portfolio optimization/construction, asset/liability, and alpha-generating models for a major buy side financial firm. Candidates must have an advanced (PhD) quantitative degree, proven quantitative skills, experience prototyping models in Matlab, ability to write database (Oracle/Sybase) queries, and experience using tools such as Barra/Northfield, Factset, Bloomberg, Stylus, Style. Critical thinking, and strong communication skills required. CFA a plus.
Keywords: Multi-Asset, Mutual Funds, database programming, portfolio construction, asset allocation, Oracle, Fund performance, multi-factor models.
Refer to Job#19206 -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.