Quantitative Portfolio Construction-Optimization Engineer

Top Investment Manager in Boston -specializing in global multi-asset strategies is seeking a Quantitative Portfolio Construction Engineer with experience

across all asset categories

to join the Asset Management Quantitative Research team.

Responsibilities:Research and Develop Asset Allocation and Portfolio Construction models

(Cross Asset Momentum and Value Strategies)Create multi-factor methods and tools for fundamental due diligence research across multi-asset class investments.Develop and work with portfolio optimization models for portfolio construction and optimization models to evaluate investment returns and performanceBacktest multi-asset investment modelsBuild time series and other statistical and econometric investment and portfolio optimization modelsWork closely with the firm’s clients on portfolio management issues such as portfolio construction and manager evaluationWill be expected to conduct and author original research on key issues facing portfolio managersRequirements:Applicants should have a top school advanced degree (Masters or PhD) with strong background in finance, math, statistics5+ years’ experience in quantitative investment research [portfolio construction, portfolio optimization, multi-factor, and asset allocation] across all asset categoriesDemonstrated experience with statistical time-series data analysis and backtesting of investment strategiesMust have strong computer skills (R, Python, SQL, BI, Optimizers)Must have solid verbal and written communication skills

The company offers a handsome compensation and benefits package.

Keywords: Portfolio Construction, Portfolio Optimization, GTAA, Cross Asset, Factor Investing, Python, Optimizers, Multi-Asset, database programming, portfolio construction, asset allocation, multi-factor models, macro-economics

Please send resumes to Jim Geiger jeg@analyticrecruiting.com