NOTE: Sorry, we are unable to consider May 2010 graduates for this position at this time. May 2007 - 2009 graduates encouraged to apply!
Chosen candidates will construct, optimize, generate trades for, and re-balance very diverse portfolios as well as apply their quantitative and analytical skills to manage and innovate one or more highly systematic processes that are utilized in the portfolio construction and management process.
- Do you possess impeccable quantitative and analytical skills?
- Arer you seeking en environment where your voice will be heard?
- Do you have a passion for continually improving processes and procedures as well as a love for the markets?
If so, this could be the position you have been seeking.
This position will include an intense training program that will allow the chosen candidate to learn all about numerous global markets (over 60 invested in) and a plethora of financial instruments (most major asset classes) as well as learn how to construct, optimize and maintain very diversified portfolios. This position will also be working hands-on with one or more systematic processes involved in the portfolio construction, optimization and maintenance process and will be expected to continually innovate the process in any way possible.
QUALIFICATIONS
- Sorry, there is no sponsorship or visa transfer available for this position.
- Bachelors or Masters grads. Cumulative GPA's of 3.5 or above preferred, but not required; SAT Math scores of 700 or above required.
- Maximum 5 years "total" work experience. We are NOT looking for highly skilled investment professionals/Portfolio Managers.
- Ideal backgrounds - individuals that have some experience with product structuring; risk management; held positions as Quantitative Engineers, Quantitative Strategists; Consultants (technology or strategy); buy-side analysts; trading desk analysts; (OR) 2009 Financial Engineering or Operations Research Graduates.
- Degree programs: Financial Engineering, Operations Research, Mathematics, Engineering, Statistics, Computer Science, or hard science backgrounds (Physics, Chemistry, etc.) Candidates from other quantitative backgrounds are also encouraged to apply.
- Programming skills in at least one language (VB/VBA, SQL, C++, C#, etc.) preferred, but not absolutely required.
- Must enjoy learning about, managing and innovating systematic processes that are employed to construct and generate optimized portfolios.
(Process improvements must be clearly listed on the resume to be considered for this position as their is a heavy process improvement responsibility to this position). - Exceptional quantitative and analytical skills. These skills will be tested in the interview process.
- Highly innovative, inquisitive personality, conceptual thinker.
Key search words: trading floor analyst, portfolio management, strategy consulting, technology consulting, buy side analyst, quantitative analyst, financial engineering, mathematics, structuring, product structuring, programming, Neuberger Berman, McKinsey, Google Finance, Bain, Boston Consulting Group, Booz Allen.