Quantitative Portfolio Strategy Analyst (Junior to intermediate level, London-based)
Join a unique quantitative research team that has stayed together on Wall Street for over 20 years with minimal turnover. Meet with clients globally. Interact with Sales, Trading Desks and other Research groups.
The group advises the largest institutional investors around the globe on quantitative aspects of portfolio management across all asset classes on a one-on-one basis.
JOB DESCRIPTION: Work on custom projects to help clients with asset allocation, investment style analysis, portfolio optimization, evaluation of investment constraints, beta replication, alpha generation, risk management, benchmark selection and performance attribution utilizing empirical studies, models.
Develop, author, publish and market original portfolio management studies for clients. The group frequently published in leading industry journals - Journal of Portfolio Management, Journal of Fixed Income, Journal of Alternative Investments and has also published 3 books: "A Decade of Duration Times Spread (DTS)", Barclays 2016, "Quantitative Credit Portfolio Management", Wiley Financial, Dec 2011 and "Quantitative Management of Bond Portfolios", Princeton University Press, 2007. (Japanese edition, Toyo Keizai, 2010).
JOB QUALIFICATIONS: PhD in Finance, Econometrics or Economics or Masters with equivalent quantitative research experience. Strong quantitative skills: linear algebra, statistics, time series analysis. Ability to clearly formulate and conduct empirical studies. Excellent verbal and written presentation skills. Strong creativity and ability to work independently or in a team, a must. Self-sufficiency in a programming environment such as Matlab, SAS and Excel VBA.
APPLICATION PROCEDURE: To apply please contact Albert Desclee at firstname.lastname@example.org or Lev Dynkin at email@example.com
Posted: 6 Nov 2017