Quantitative Equity Investment Strategist (Python) - Portfolio Construction
- Construct and implement global equity portfolios with strict adherence to client's risk preferences and risk tolerances
- Work closely with the firm's clients on portfolio management issues such as portfolio construction, portfolio optimization and manager evaluation
- Identify, communicate and address portfolio insights with clients and with the firm's portfolio managers and research teams
- Applicants should have a top school advanced degree with strong background in finance, math, statistics, or a recent with strong programming skills
- 2-5 years' experience in quantitative global equity investment management [portfolio optimization, multi factor and asset allocation]
- Demonstrated experience with statistical time-series data analysis and backtesting of investment strategies
- Must have strong computer and database skills (Java or C++, Python, Numpy and Pandas)
- Must have very strong verbal and written communication skills
- MS and CFA would be preferred
The company offers a very attractive compensation and benefits package.
Keywords: Portfolio Optimization, GTAA, Global Equity, Factor Investing, Python, Numpy, Pandas, Multi-Asset, database programming, portfolio construction, asset allocation, multi-factor models, macro-economics
Please refer to Job 23155 - and send MS Word attached resume to Jim Geiger, firstname.lastname@example.org.