Our client, a $500 billion alternative asset manager located downtown, is looking to add a Quant Strategist to their quantitative solutions team. This person will focus on research, development, and implementation of ALM, asset allocation and rebalance strategies.
The ideal candidate will have 2-4 years of experience, and Python is a MUST!
Requirements
- 2-4 years experience in a quantitative role
- Advanced degree in financial engineering, statistics, mathematics, or similar quantitative field from a top university
- Solid programing skills in Python, SQL, Excel/VBA
Responsibilities
- Assist in formulating asset allocation strategies for the investment portfolio and perform optimizations
- Monitor investment activities, exposures/capacities, liquidity management, sector, asset allocations, concentrations
- Research on capital market assumption models, improving existing quantitative financial processes, and developing new quantitative financial models and optimization techniques