The group primarily focuses on Portfolio Management and Research related to macro trading strategies. These include, but are not limited to: country and currency selection strategies, fixed income arbitrage strategies, commodities strategies and credit strategies. The group is responsible for the management of a number of our hedge funds as well as a number of currency and macro overlay accounts. The team works with other groups at the fund cooperatively on managing Absolute Return strategies as well as our many international equity mandates.
We are seeking a researcher to join our team of professionals focusing on the Risk Parity framework for asset allocation decisions. The role would involve collaboration with other researchers, portfolio managers, risk managers as well as traders in all aspects of a global multi asset-class portfolio.
ROLE
• Perform statistical and economic research to develop new and improve current investment strategies and risk control methodologies related to Risk Parity investing
REQUIREMENTS
• Ph.D. from top program with degree in finance or economics
• 1-2 years experience in the financial industry with focus on global asset allocation and/or risk modeling is a strong plus
• Experience programming in Matlab or similar tools; Python experience a plus
• Strong analytical and problem solving skills
• Passion for research, hard work, and eager to learn in a highly intellectual, collaborative environment
• Strong presentation skills and ability to discuss and explain involved concepts in finance and mathematics in both verbal and written form
IJC Partners, LLC.
KJRGROWCTFUND
Note: Please quote eFC Ref: 644419 when applying for this job.