Title: Quantitative Portfolio Associate
Compensation: $200k-$250k, flexible based on the candidate
Summary: A leading global alternative asset management with over $700bn in AUM is looking to onboard a Quantitative Portfolio Associate to their team on the newly established division in New York on the investment team covering global markets with a aggressively growing portfolio.
- Research and implementation of investment strategies, asset allocation models and portfolio construction in the Fixed Income space.
- Assist with developing asset allocation strategies for investment portfolio and implement portfolio optimizations.
- Developing asset models to provide liquidity, investment yield/return and capital projections.
- Collaborating with the investment and risk teams on asset modeling, cash flow and sensitivity analysis.
- Monitoring investment activities, asset allocations, etc. and writing and presenting reports on performance and risks.
- Degree in a quantitative filed and strong technical skills.
- Highly proficient in Python and proficient in SQL.
- 2-4 years experience in a quantitative role, preferably in asset modeling and portfolio constructions and experience working in an asset allocation group is a plus.
- Fixed Income market experience is required; interest rate or structured products background is preferred.
- Knowledge of statistical and quantitative methods in macro-economics and investments pertaining to asset allocation, portfolio optimization, performance attribution, etc.