Global Portfolio Risk - PhD – Hedge Fund - Midwest

  • Company

    Analytic Recruiting Inc.

  • Location

    USA-IL-Chicago

  • Remuneration

    Competitive Salary

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    18 Nov 2008

  • eFC Ref no

    195679
An alternative investment portfolio in the Midwest is looking for an experienced Quantitative Researcher to analyze, develop and build state of the art asset allocation and capital deployment tools.
The candidate will develop core algorithms to manage asset allocation and build factor models for Portfolio Risk Budgeting. The candidate must have a PhD in a quantitative science, proven quantitative skills, ability to design and implement models in Matlab, R or S-Plus and code in C++. The Candidate must have 4 yrs of experience in portfolio construction, knowledge of the Black-Litterman model of for asset allocation and many diverse financial asset classes.

Refer to Job# 14642-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.

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