Requires a Masters degree or foreign equivalent in Finance, Financial Engineering, Mathematics, or related field, and three years of experience in the position offered or a related role. Experience must include portfolio optimization for daytoday solution studies using optimization techniques such as convex optimization, large scale optimization, and integer and linear programming; using multiperiod optimization to maximize terminal wealth; performing backtesting to evaluate signal efficiency in predicting asset returns; coding in Python and Matlab, in order to conduct research, create automated reports to share outputs of mathematical models, and updating current applications; conducting quantitative research using time series methods such as autoregressive models, vector error correction model, hazard models, logistic regression, and panel regression; assessing the stockbond causality in global markets using vector error correction model; creating and testing asset allocation frameworks based on diversification and valuation models; delivering analytic trainings to clients in fixed income valuation and risk metrics, portfolio construction, and expected returns; performing multiperiod modeling using numerical analysis methods including Monte Carlo simulations, finding roots of nonlinear equations, numerical quadrature, and bootstrapping.br Employer will accept any suitable combination of education, training andor experience which would qualify an applicant for this position.
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