Assistant Portfolio Manager
Company: Geode Capital Management LLC
Location: Boston, MA
Posted on: October 27, 2017
Job Description:
Duties: Manages REIT Preferred Equity fund. Develops
cross-asset systematic strategies. Primary Responsibilities: • Develops and manages cross-asset systematic risk strategy
and hybrid asset class strategy to generate absolute return. • Contributes to signal research and development. • Helps build timing models to effectively trade and implement
the strategy, including strategies on rates, credit, and hybrid
security classes. • Researches systematic fixed income factor-based
portfolios. • Develops analytical and risk/performance reporting tools. Requirements: Master's degree in Finance, Financial
Engineering, Accounting, Statistics, Business Administration, Mathematics, or
a closely related field plus one (1) year of experience performing
buy- side multi-asset strategy research, trading, and portfolio
management. Candidate must also possess: Demonstrated Expertise (“DE”)
developing systematic cross-asset trading strategies in equities,
commodities, fixed income, and credit; modeling portfolio risk and exposures;
and constructing and back testing new signals; DE modeling
equity, commodity, and fixed-income derivatives pricing and scenario
analysis, using Bloomberg and Excel VBA; and modeling using R and Python;
DE developing algorithm and statistical models to perform
return attribution and risk measurement of complex derivatives
portfolios to enhance portfolio management and to price and discover
volatility and correlation trading opportunities in FX and Equity markets; and
DE recommending multi-asset bespoke investment opportunities in a
relative value environment, across equity, commodities, fixed income, and
FX, including generating alpha through long and short interest rate
swaps with varying terms by assessing expected carry, roll down, and
monetary policy impact; and applying fixed income mathematics to
analyze potential return and drawdown within expected holding period
using MS Excel and Bloomberg models. To apply for this position, please send an email containing
cover letter and resume to careers@geodecapital.com. Please reference
ASSTPORTMGR in subject line.
Keywords: Geode Capital Management LLC, Brockton , Assistant Portfolio Manager, Finance , Boston, MA, Massachusetts