Asset Allocation Quantitative Strategy Development
A client of ours is looking for a quantitative strategist to join their team in analyzing asset allocation techniques and providing a basis for revenue generation of their strategies. The firm is a top tier asset management firm based in New York and is expanding organically in order to keep up with the market’s demands. They operate in a multi asset class framework and are looking for an individual to come on board with a strong desire to drive strategies towards profitability that will allow them to sustain their ranking amongst asset management firms.
Responsibilities will include:
- Systematic development of multiple asset class strategies. Preferably Fixed Income or Commodities
- Collaboration with team members in order to foster intuitive ideas backed up by quantitative research
- Factor modelling and collaboration with senior economists in order to generate alpha ideas
- Delivery and presentation of research and strategic ideas to CIO and other executive Portfolio Managers
Qualified candidates should possess:
- 3-5 years of experience working as quantitative researcher in a multi-asset environment
- Strong programming skills in Matlab or Python
- Prior experience in a top tier hedge fund or asset management firm
- Master’s degree in a quantitative field from a top tier university, PhD preferred
- Ability to collaborate in a team environment and execute strategies effectively
- Excellent communication skills
If there is an interest in the above position, please click the APPLY NOW button below.