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.