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Global Portfolio Risk - PhD – Hedge Fund - Midwest, USA-IL-Chicago
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Global Portfolio Risk - PhD – Hedge Fund - Midwest
Company: Analytic Recruiting Inc.  
Location:   USA-IL-Chicago  
Compensation:   Competitive Salary  
Years Experience:   3-5 yrs  
Position Type:   Employee  
Employment type:   Full time  
Updated:   06 Oct 2008  
eFC Ref no:   195679  
 
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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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Contact:
Jim Geiger
Company:
Analytic Recruiting Inc.
Email:
jeg@analyticrecruiting.com
Website:
www.analyticrecruiting.com
Recruiter Ref:
JEG 185-14642
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