The Hartford Sr. Portfolio Strategist in SAN FRANCISCO, California

Title: Sr. Portfolio Strategist

Location: United States-California-San Francisco

Job Number: 1701685

Job Location: 101 Montgomery Street, 27th Floor, San Francisco, California 94104

Duties: Provide statistical analysis related to Hartford equity funds. Perform quantitative, cross-sectional, stock selection modeling; quantitative time-series simulation analysis supporting quantitative equity portfolio applications utilizing bottom up stock selection as well as top down risk mitigation; advanced econometric statistical modeling; and utilize market data and financial databases and research environments. Perform programming using Matlab, Python, SQL, and Barra to write production quality, highly reliable and finely-tuned numerical code. Work on diversified analytical projects that cover aspects of quantitative investment processes, including data pre-processing, signal generation, risk modeling, transaction cost modeling, portfolio construction and trading. Develop of state-of-the-art security selection, portfolio construction, risk exposure, and performance attribution models and strategies, trading strategies (such as mean reversion, multifactor long/short, and securities lending borrow rate utilization). Lead portfolio simulation efforts and spearhead the development of advanced co-variance shrinkage and principal components based risk models.

Qualifications:

Requirements: Master's degree (or foreign equivalent) in Statistics, Quantitative Finance, Financial Engineering, or a related field; and two (2) years of progressive post-baccalaureate work experience. Demonstrable experience with: quantitative, cross-sectional, stock selection modeling, optimization based portfolio construction and time-series simulation as well as quantitative risk modeling and developing computational numerical algorithms using Matlab, SQL, Python, and Barra; utilization of time-series based, market data and macro-economic database and research environments; application of statistical tools to empirical research on financial or economic data, including data pre-processing, signal generation, risk and transaction cost modeling, portfolio construction, and trade generation; and numerical programming, linear algebraic and statistical analysis, and computational numerical algorithms.

CONTACT: How to apply: Mail resume, referencing 11474.94, including job history to: The Hartford, Attn: Cecily Keller, 690 Lee Road, Wayne, PA 19087. The Hartford Fire Insurance Company is an Equal Opportunity Employer.

Equal Opportunity Employer/Females/Minorities/Veterans/Disability/Sexual Orientation/Gender Identity or Expression

Job: Investment Operations