Top Tier Investment Manager in New York is looking for a Senior Quantitative Analyst to develop Strategic Asset Allocation solutions for pension funds and insurance company clients concerned with liability commitments.  Responsibilities will encompass research, back-testing and implementation of asset allocation models with an emphasis on non-correlated, alpha- generating, alternative investments  including absolute return , private equity and real asset strategies. The role requires expertise in the Black and Litterman methodology, multivariate statistics and portfolio construction models. Applicants must have a Top School PhD in Math or Finance with strong hands on programming skills[C++, Matlab, JAVA] and 3-7 yrs of experience implementing portfolio allocation models that follow the methodology of Black and Litterman.

To apply:

Refer to Job#16583-phds and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.

ANALYTIC has been in business for since 1980. We specialize in recruitment of people with strong analytical skills. Our nationwide practice covers all major business areas including Finance, Marketing, Operations, Planning, E-commerce and Systems. Our expertise is in staffing positions that emphasize superior analytical talent and the use of advanced quantitative / modeling techniques and technology in business decision making ranging from junior to senior positions. We work closely with our clients and are very deliberate in matching skills, career goals and positions.