Research Consultant - Investment Strategies

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Job Description

Responsibilities:

Learn and document existing quantitative financial processes, including a simulation- based optimization framework for portfolio construction with guaranteed retirement income products. Operate these processes to conduct client engagements, and further enhance and improve the processes as business needs dictate.
Develop quantitative financial models, methods and algorithms for dynamic asset allocation using traditional statistical analysis, risk management techniques, simulation, and/or data mining approaches.
Build a series of quantitative financial models that are robust enough to be used in a variety of client contexts.
Maintain, enhance, and continue to develop these financial models monthly or quarterly.
Meet with investment professionals within the Investment Strategies Group to interpret the models' findings and recommend changes in investment policy in response to the findings.
Evaluate and model alternative asset classes, learn and enhance existing capital market assumption methodology, and conduct simulation-based wealth forecasting.
Apply complex financial theory to provide solutions to problems of an applied nature.
developing and implementing new quantitative financial models and optimization techniques

Requirements:

MS degree in finance, economics, mathematics, statistics, engineering, or a related field required.
PhD/ CFA preferred. Progress toward CFA required.
2-5 years of experience in investment consulting or a related field (quantitative analysis, financial engineering, investment research) within the financial services industry.
Significant programming experience in MATLAB required; VBA experience preferred.
Ability to convert academic research concepts into practical solutions for use by other members of the team.
Knowledge/experience in at least two of the following areas is required: optimization methods; dynamic asset allocation techniques; statistical/econometric analysis and modeling; Monte Carlo simulation; strategic asset allocation; capital market assumption development. Knowledge of insurance products is a plus.
Excellent problem solving skills and overall ability to work through obstacles independently.
Excellent written, verbal, and interpersonal communication skills are required.
Demonstrates the ability to work and interact with all levels within the organization.
Superior skills in organization, time management, prioritization, research and self-motivation.
Team player with a positive attitude
Demonstrates desire for and commitment to growing the business.

*** Please include your salary history and salary requirements in your cover letter.

EOE

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