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Asset Management - Quantitative Risk/ Research Associate

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: AYMN - AMM123
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 26/01/2018
My Client is an Investment Bank that has experienced extensive growth since the start of 2017.  The Bank is looking to continue to build out their Asset management arm specifically at the associate level. The team is looking an enthusiastic quantitative professional to join as a quant research analyst.  The role will report up to the Head of Quantitative Research & Model Development for the Asset Management arm of the bank.  It will give a seasoned quant analyst an opportunity to be exposed to all asset classes and play a key part in the development and enhancement of risk analytics for the full range of investment products and the test of pricing and portfolio construction models.

Responsibilities:
  • Develop and test pricing and portfolio construction models across all asset classes
  • Run model testing and monitor vendor models and pricing analytics
  • Conduct innovate research and present findings to portfolio managers

Skills Needed:

  • Masters or Ph.D. in a quantitative discipline
  • 3+ years of experience in model development, portfolio optimization or model validation 
  • Strong programming skills R, SAS and Matlab
  • Exposure to vendor risk models such as Blackrock Aladdin, MSCI/Barra, Barclay’s POINT,etc..
  • Experience with SR11-7 documentation 
  • Previous publications are a plus
  • Great communication and technical writing skills.
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