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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, North Attleborough , Assistant Portfolio Manager, Finance , Boston, MA, Massachusetts


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