DescriptionTitle: Institutional Strategy Analytics
Job Location: 277 Park Ave., New York, NY 10172. Telecommuting permitted up to 40% of the week.
DESCRIPTION:
Duties: Develop new analytical capabilities. Implement new models for constrained asset allocation including tactical portfolio optimization, use various data sets to generate sales insights, and develop other applications as needed. Complete client advisory assignments. Analyze clients, including initial scoping and interaction with clients, completing analysis to meet their needs, presentation of results, and incorporation of revisions/extensions as needed. Develop intellectual capital. Assist producing high quality research/analysis in response to industry developments. Articulate complex investment strategies/processes in a clear and concise manner and comfort in interacting with clients during meetings and over the phone.
QUALIFICATIONS:
Minimum education and experience required: Master’s degree in Financial Economics, Computer Science, Mathematics, Operation Research, or related field of study plus 3 years of experience in the job offered or as Institutional Strategy Analytics, Assistant Vice President, or related occupation. The employer will alternatively accept a Bachelor’s degree in Financial Economics, Computer Science, Mathematics, Operation Research, or related field of study plus 5 years of experience in the job offered or as Institutional Strategy Analytics, Assistant Vice President, or related occupation.
Skills Required: Requires experience in the following: Investment management; understand differences between major asset classes US institutional investors invest in including expected return, market risk, credit risk, structure, liquidity, cash flow characteristics, diversification benefits, public and private assets; Institutional investor major investment consideration including asset liability management, capital management and liquidity constraints; factors that constrain insurers including rating agency and regulatory capital requirements, accounting, and liabilities; US corporation pension accounting and regulations; Quantitative analysis and software engineering; quantitative analysis techniques used for investment management and risk management, with an emphasis on using 3rd party software to solve optimization problems, including mixed-integer programs; and develop and oversee the development of production quality code in Python and MATLAB.
Job Location: 277 Park Ave., New York, NY 10172. Telecommuting permitted up to 40% of the week.
Full-Time. Salary: $148,600 - $225,000 per year.
