MD / Director - Consumer ABS - Deal Orginiation & Execution

Junior Quantitative Analyst - Quant FundInstitutional Investment Manager

Our client is a highly regarded Institutional Investment Manager looking to recruit a Junior Quantitative Analyst to join the Quantitative Equity team responsible for managing a long only $30M portfolio over three funds: Structured Core Quant Fund, a Russell 1000 Growth Quant Fund, and a Dividend Income Quant Fund. The team expects to launch a fourth long/short fund by the end of 2006.
Responsibilities
Quantitative modeling of fundamental factors including: researching and testing factors for proprietary models

Portfolio Risk Analysis - Maintain portfolios in selected risk models and calculate risk statistics versus benchmarks, including expected alpha, tracking error and contributions to tracking error by risk factors

Factor Attribution Analysis 1. Assist in the development of a weekly attribution model 2. Prepare portfolio and index data for performance calculations 3. Run attribution and interpret performance results
Respond to ad hoc requests for portfolio, index data and analysis
Will assist with the investment process, monitor portfolio holdings and backup in trading
Excellent Base and BonusRef: 1142280
REQUIREMENTS


BA/BS Math, Finance or Economics
1-2 years financial experience dealing with equities

Strong analytical skills
Strong proficiency in Excel and knowledge of Factset applications