Private Equity division is seeking a senior vice president to join its Alternative Investment Solutions group. This candidate will manage and oversee all quantitative research and analysis within the Alternative Investment Solutions Group and will play a critical role in portfolio management for multi-alternative asset class investments. The candidate should have a strong quantitative background and experience in financial markets or asset allocation and alternative investing.
Description: The Alternative Investment Solutions group is a newly formed team that develops multi-alternative asset class investment strategies for institutional and HNW investors. The group is responsible for managing significant institutional strategic partnerships focused on alternative investments, managing a family of commingled funds, and developing white papers related to alternative asset classes.
Responsibilities:
Manage, develop, and refine asset allocation analytics and models integral to the group’s portfolio management function, including:
Risk/factor analysis models and processes - run factor analysis models on monthly basis and determine implications to tactical asset allocation of investment vehicles
Deterministic and stochastic cash flow models - manage and continue to improve
Monte Carlo simulations – conduct scenario analysis of alternative asset class target performance
Econometric models – develop econometric models to forecast forward returns, volatilities, correlation for alternative investment strategies.
Supervise one to two investment professionals in model and analytic development
Work with Head of Alternative Investment Solutions to build out strategic partnership deliverables
Work with institutional strategic partners on quantitative approaches to asset allocation and regression-based factor analysis
Conduct meetings with prospective strategic partnership clients on topics ranging from asset allocation to individual alternative investment strategies
Conduct research and co-author studies on alternative investment strategy
Requirements:
PhD in applied mathematics or similar concentration
Solid understanding of alternative asset classes, including private equity, real estate, and hedge fund strategies
Experience in:
Scientific programming, particularly with Matlab
Modeling investments and forecasting investment returns
Multi-variance regression analysis
Asset-liability modeling
Programming skills in C++ and Visual Basic
Strong oral and written communications and ability to effectively communicate complex concepts and strategies to investors
Team player and ability to follow direction and accept constructive feedback
Multi-tasking skills and ability to execute projects in a short time frame
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