Quantitative Modeler – Investment Research Quantitative Modeler – Investment Research …

Analytic Recruiting Inc.
in Washington, DC, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 15 Sep 19
Competitive
Analytic Recruiting Inc.
in Washington, DC, USA
Festanstellung, Vollzeit
Letzte Bewerbung, 15 Sep 19
Competitive
A Global Investment Manager in Washington, DC is looking for a Quantitative Developer to develop and enhance analytics, risk, pricing, asset allocation, and portfolio construction models for the firm’s multi-asset investment teams. This role is part of the Multi-Asset Investment team and collaborates with and supports Quantitative Strategists and Portfolio Managers.

Responsibilities:

  • Work closely with Quantitative Ph.D.'s on prototyping and coding investment models
  • Work on model testing, ongoing performance monitoring, and model documentation
  • Work on improving model performance by refactoring code
  • Work as a liaison between investment professionals and core IT to build faster and more efficient portfolio risk and portfolio construction models
  • Stress Test Investment and Pricing Models for performance analysis
  • Conduct Quantitative Research to implement model enhancements

 

Requirements:

  • Advanced degree in a quantitative field- Math, Physics, Economics is a requirement
  • 5+ years of experience building and reviewing investment risk, investment analytics, and portfolio optimization models
  • Must have current Programming skills– one or more of the following (Python, R, Matlab)
  • Must have SQL Database experience
  • Experience designing and working with web service architectures
  • Experience designing web frontends and/or modern web frameworks and visualization packages
  • Must have superior communication skills and the ability to manage people and projects

 

Keywords: Quantitative Investment Models, Portfolio Construction, Pricing Models, Investment Manager, Statistics. Factor Models, Econometric models, Multi-Asset, Analytics

 

Please refer to Job 23566 – and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com | For More Opportunities, please visit www.analyticrecruiting.com

Close
Loading...