Quant Analyst, Asset Allocation & Risk Mgmt

Employer
KIMC (U.S.)
Location
Arlington, VA
Posted
Jul 25, 2021
Closes
Aug 08, 2021
Ref
001235122503
Function
Finance
Industry
Other
Hours
Full Time
Financial Quant Analyst, Asset Allocation & Risk Mgmt. Measure, analyze, track investment risk for endowment portfolio. Analyze & detect market changes. Determine strategic asset allocation, dev. tools, perform risk analysis, reporting, risk & performance attribution. Analyze trading strategies; investment strategies & biases. Dev. & test forecasting equations to construct macroecon. scenarios. Construct & maintain control infrastructure. Validate & implement empirical models w/ statistical analysis & regression techniques. Min. req.: MS in Finance, Financial Eng., Computational Finance, Statistics, Operations Research, Financial Math, or closely rel. analytical field. 1yr exp. in finance, risk mgmt., financial or operations modeling, or similar area of quantitative finance. Strong skills in calculus, linear algebra & asset allocation, programming skills, & modeling w/ large amounts of data. Expert knowledge of Monte Carlo simulation, Stochastic calculus, Python, R, C++, Excel VBA, & statistical packages. Proficient in SQL & data visualization tools such as Tableau/MS report builder. Willing & able to travel domestic & intern'l. Job location: KIMC (U.S.), Inc., Arlington, VA. CV to carol.friday@ kaust-imc.org.

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