Quantitative Equity Portfolio Analyst (PhD) – Asset Manager

  • Competive
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • Analytic Recruiting Inc.
  • 13 nov. 17 2017-11-13

Top Equity Investment Manager in New York is looking for a Quantitative Equity Analyst (PhD) to join a Portfolio Analytics and Research team that builds models for security valuation, risk analysis, performance attribution, and portfolio construction for a group of factor-neutral equity portfolios.

Responsibilities:

  • Build Multi-Factor Equity Portfolio Risk and Attribution models
  • Work Closely with Portfolio Managers to build models that will limit the portfolios exposure to common factor risk such as sector, market capitalization and style drift
  • Build Portfolio Construction Models that maximize stock-level alpha while minimizing factor risk
  • Work on Equity Valuation, Portfolio Simulation and Equity Index Models

 

Requirements:

  • Must have advanced quantitative degree (PhD strongly preferred)
  • Must have 3 years of relevant quantitative equity analytics and portfolio risk modeling experience
  • Must have hands on experience designing and building factor risk models, equity valuation models, performance attribution and portfolio construction models
  • Nice to have: knowledge of portfolio optimization and portfolio simulation techniques; linear and nonlinear estimation modeling and numerical analysis skills
  • Must have strong current programming skills in (R, Python, Matlab, SAS, C or 

 

Keywords: Quantitative, Analytics, Equity, Valuation Models, Factor Models, Portfolio Construction, Performance Attribution, Portfolio Risk, Quantitative Modeler, PhD    

 

If you are a suitable candidate, you can expect:

  • A follow-up call to further discuss the position, your interests and expertise.
  • Your resume will be sent to our client(s) only after we obtain your approval.

 

Please refer to Job # 22885_ and send attached resume (Word)to drew@analyticrecruiting.com