Quantitative Modeler (Python, Java)â?? Portfolio Construction Strategist - (Boston, MA)

Responsibilities: Research and Develop Asset Allocation and Portfolio Construction models (Cross Asset Momentum and Value Strategies) Create multi-factor methods and tools to support fundamental due diligence research across multi-asset class investments. Back test multi-asset investment models Build time-series and other statistical and econometric investment and portfolio optimization models Collaborate together with the firm’s clients on portfolio management issues such as portfolio construction and manager evaluation Will be expected to conduct and author original research on key issues facing portfolio managers Qualifications: Candidates should have a top school advanced degree (Masters or PhD) with strong background in finance, math, statistics six years’ background in quantitative investment research [portfolio optimization