Portfolio Construction Analyst

Acadian Asset Management LLC is a Boston-headquartered investment management firm with wholly owned affiliates located in Singapore and London. As of March 31, 2008, the firm managed approximately US$76 billion on behalf of major pension funds, endowments, foundations, governments and other investors based in the U.S. and abroad.

 

Position Overview:

 

This position is within the Portfolio Construction department reporting to the Head of the group.  The Portfolio Construction Analyst will be working to develop and use leading-edge portfolio construction technology and optimization techniques to construct client portfolios, as well as to provide sample portfolios and run historical portfolio simulations for proposed investment strategies.  This individual will also be involved with the placement of substantial program trades with major brokerage firms and with the monitoring and evaluation of brokers and trade executions. 

 

Responsibilities:

 

· Rebalance client portfolios and conduct preliminary review of resulting portfolios using proprietary and third party portfolio construction software

· Participate actively in departmental process improvement initiatives through software development

· Place program trades with brokers

· Monitor and evaluate brokers and trade executions

· Assist product development by producing sample portfolios and running historical portfolio simulations for proposed investment strategies

· Support portfolio managers, marketing and client servicing by preparing ad-hoc reports

· Assist with currency management

· Perform other duties as assigned

 

 

Qualifications:

 

· Bachelor’s degree or equivalent education

· 3-5 years of relevant experience within the investment industry preferably in equity markets; enrollment or completion of CFA program a plus

· Experience with scripting or mathematical programming languages.  Familiarity with SQL and VB in particular is a plus.

· Demonstrated willingness and ability to learn and maintain relevant technical and/or investment skills

· Knowledge of data sources (Reuters, Bloomberg) a plus

· Excellent analytical and problem-solving skills

· Strong attention to detail

· Good organizational and communications skills

· Ability to work as an effective team player as well as a self-starter

· Ability to work well in a fast-paced, quickly changing environment with time deadlines

· Flexibility with regard to working hours

 

Please e-mail resume and salary requirements to: resumes_trading@acadian-asset.com

 

No phone calls please. EEO