Quantitative Investment Risk (PhD) Modeler

Recruiter
Analytic Recruiting Inc.
Location
New York
Salary
Competitive
Posted
Aug 13, 2017
Closes
Aug 21, 2017
Industry
Service
Employer Type
Direct Employer
Employment Type
Permanent
Hours
Full Time
Job Board
NYCityWorks.com

Responsibilities:

  • Work on Risk and Analytics Models for Equities, Rates, Multi-Asset Funds and Alternatives
  • Stress Test Investment and Pricing Models for performance
  • Conduct Quantitative Research to implement model enhancements
  • Apply econometric analysis to investment models, to better predict probabilities and forecast outcomes

Requirements:

  • PhD in a quantitative field- Math, Physics, Economics is a requirement
  • 5-7 years of experience building and reviewing investment risk, investment analytics and portfolio optimization models
  • Must have current Programming skills- one or more of the following (SAS, R, Matlab)
  • Must have Database Experience - Sybase
  • Must have experience working with mean reversion models
  • Nice to have- econometrics background- probability and outcomes
  • Will be reviewing both proprietary risk models and vendor risk models from (Blackrock, Yield Book, MSCI-Barra, Barclay's Point and RiskMetrics).
  • Must have superior communication skills and the ability to manage people and projects

Keywords: Quantitative Risk Models, Ph.D., Portfolio Construction, Pricing Models, Investment Manager, Mean Reversion Models, Econometric models, Equities, Fixed Income, Multi-Asset

Please refer to Job #22475 - and send MS Word attached resume to

A Global Investment Manager in New York is looking for a Senior Quantitative Risk Modeler (PhD) to develop and enhance analytics, risk, pricing and portfolio construction models for the firm's investment teams.