Description
Quantitative Analyst - Huxley Associates are working on behalf of a major Investment Bank in the Greater New York area, in search of a Quantitative Analyst for their Portfolio Modeling Group to start immediately.The role of the Portfolio Modeling Group is to develop state-of-the-art quantitative tools for portfolio management. The group is recognized as the top provider of portfolio solutions and deals with the largest money managers, insurance companies, banks, pension and hedge funds worldwide. Currently, some of the tools include capital structure analysis, volatility and tail risk modeling, optimization, scenario analysis and return attribution. These tools are distributed to hundreds of clients through a proprietary software platform. The portfolio modeling team covers all asset classes and all global regions. It works closely with both external clients and internal desks/strategy/structuring teams. There is a very strong affiliation with the benchmark and strategy index teams.
The Portfolio Modeling Group is looking for a Quantitative Analyst/Developer to produce innovative high-quality applied quantitative research and associated implementation software. The candidate is expected to develop, author and communicate research effectively. Major topics include portfolio construction, systematic trading strategies, and risk management. They include models on capital structure, volatility and return forecast, scenario analysis and portfolio optimization techniques. Projects are typically medium term and span different asset classes, regions, and themes.
Please contact Ciara O'Kane at Huxley Associates for further information.
To find out more about Huxley Associates please visit www.huxley.com