A leading fund in Boston is looking for a quantitative researcher to add to their Tactical asset allocation modelling group. The group focus on a mix of macro and quantitative investment strategies across a range of asset classes including, Equities, bonds, currencies and commodities. You will be working directly with the head of the group to provide asset allocation recommendations across different asset classes and gradually take a lead role in asset class research and the Alpha generation process.
Within this role you will be:
- Involved in development and implementation of the funds strategic asset allocation and multi-asset investment strategy
- Generating ideas for strategies over different time horizons
- Formulating investment views across multiple asset classes
- Conducting quantitative analysis to help drive tactical asset allocation views on the fund.
- Performing statistical analysis of fundamental and technical signals
- Involved with optimisation methodology and model improvement.
In order to apply you should have:
- Experience working with a number of quantitative models, (momentum driven, relative value, stock selection and Asset allocation models).
- Good statistical programming experience – Matlab, SQL, VBA
- Some exposure to the buy side or investment solutions teams
- An MSC/PHD from a leading school
- Ability to work in the US without sponsorship
In order to apply please send your CV to firstname.lastname@example.org Interviews have already begun to take place.