Requires a Masters degree in Engineering, Mathematics, or related quantitative field; and one 1 year of experience in the position offered or related position. Must have experience in conducting strategy research and review of portfolios using statistical programming languages such as R and Python; conducting strategy research and review of portfolios using SQL to efficiently query and manipulate data in databases; conducting strategy research using statistical methods including multiple regression and Bayesian data analysis; conducting strategy research using quantitative analysis methods, and building singlestock return forecast models on large data sets more than one million entries; conducting strategy research by building portfolio optimization tools and programs; reviewing portfolio and trade lists, and ensuring smooth implementation of strategies, using portfolio management skills including optimization and reviewing portfolios involving both developed and emerging market equities in all market capitalization ranges; ensuring smooth execution of various strategies, using equity trading skills including stockloan operations, singlename cash and swap trading operation in all developed and emerging markets. Employer will accept any suitable combination of education, training andor experience which would qualify an applicant for this position.
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