One of the UK's largest Fund Managers require an exceptional candidates with 0-2 years exp to join their Strategic Asset Allocation team.
Key responsibilities will include: - Conducting research on long-term characteristics of asset classes and liabilities to improve SAA long-term modelling capabilities. - To help build expert knowledge and experience of modelling process for strategic asset allocation. - Work closely with the client-based teams. - Carry out econometric analysis of the long-term return and risk characteristics of traditional and alternative asset classes.
The ideal candidate will be PhD Degree qualified in Finance/Economics with thesis on a relevant finance/investment topic.
Some work experience in finance/investment modelling is desirable bit not essential. Very good understanding of economics, finance and investment theory and a high numerate background, particularly in statistics and econometrics are essential.
A high degree of computer literacy, particularly Excel, familiarity with econometrics software (i.e. Stata, Gauss, Matlab) is required. Programming skills (i.e. VBA) an advantage.
To find out more information please contact Daniel Morrison on 020 7780 6700 or via Daniel.Morrison@AnsonMcCade.com.
