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Researcher - Portfolio Risk
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Employer: Research and Research Operations,Campbell & Company, Inc.
Location: Baltimore, MD, United States
Posted: September 11, 2008 Expires: December 10, 2008
Job Title: Researcher - Portfolio Risk
Description:

Job Description: Critical team research position developing fundamental, quantitative and systematic trading models in global futures markets, with a focus on portfolio risk management and asset allocation.

Reporting to: Team Leader / CIO

Duties:

  • Formulate and carry out basic fundamental research into quantitative and systematic solutions for alpha extraction from worldwide futures markets
  • Specialize in portfolio risk management and asset allocation
  • Augment current portfolio risk management methods with updated thinking and concepts
  • Carry out and support the coding of these solutions onto computer platforms for effective evaluation and daily functioning

Qualifications:

  • Higher degree required - Masters or Ph.D. in Economics or Finance
  • Experience in macroeconomic theory, empirical evidences and econometric methods
  • Familiarity with multivariate statistics
  • Familiarity with statistical packages such as Matlab and/or Splus
  • Self starter, inquisitive, resourceful and fully capable of project leadership
  • Problem solver, able to formulate extensive solutions sets
  • Self motivated and self managed with good work ethic
  • Reliable and dependable employee
  • Team player - must work well in a collaborative team environment
  • Authorized to work in the U.S. without a Visa

Hours:    
40+ hour work week. 
Typical hours for the Research Production team are 8-5, Monday through Friday.  The hours may and do vary depending on the projects, their urgency or their operation.  Hours can run late requiring a team member to work 8 am - 8/9 pm Monday through Friday with possible weekend work on Saturday and Sunday, directed and requested by the team manager.  Although working extended hours and weekends is not the norm and indeed rare (once or twice a year) it does occur; and when it does each team member is required to participate. 

To apply: Send cover letter and resumes to kathy.ford@campbell.com

When you apply, please mention that you saw this job on jobs.phds.org
Employer:

Campbell & Company is an investment management company based in Towson, Maryland.  The firm has been in business since 1972, and currently manages approximately $7 billion in assets for a large number of institutional and private clients.  Campbell & Company applies systematic trading strategies to diverse portfolios of equities and global futures and forwards markets, with the primary objective of achieving attractive risk-adjusted returns.

Campbell & Company is seeking critical team members for research roles to develop quantitative models used for systematic trading.  Researchers work directly with Traders, Operations Associates, Research Analysts and Quantitative Researchers to design proprietary applications used for trading. Campbell's Research Teams fosters collaboration with the exchange of ideas and synergistic relationships throughout the organization. If you are a motivated, intelligent and team-oriented individual you will work alongside some of the brightest and most innovative minds in the industry in a casual and collegial environment.

We're looking for people who thrive in intellectually challenging and high-energy environments, who enjoy solving problems and are passionate about innovating solutions.

Towson, Maryland, is minutes north of Baltimore in a small community with sophistication and beauty.  Typical commute is 15-20 minutes to surrounding neighborhoods or the heart of Baltimore city.

Job Type: Employee
Sector: Quantitative finance
Website: http://www.campbell.com
Hours: Full time
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