2 years in the field with experience in 1 global equity risk models, global crossasset risk models, and multifactor stockselection models; 2 Computer programming in R, Python, Java and other major languages; 3 machine learning techniques and NLP Natural Language Processing algorithms; 4 mathematical optimization with dimensionality; 5 portfolio construction techniques e.g., meanvariance, minimum risk, BlackLitterman, risk parity, maximum diversification; 6 portfolio risk and return attribution; 7 global macro forecasting; 8 databases and data optimization; 9 behavioral finance, asset pricing theory, financial econometrics, and global macroeconomics; and 10 Computational statistics. This role also requires the ability to communicate highly technical concepts effectively and persuasively to less technical clients, partners, and business stakeholders.
Categories: eb3
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