1 to 3 months –
Less than 10 hrs/week –
Portfolio analyst needed to create Excel spreadsheet based analysis.
You will be supplied with 10 security portfolios, their asset allocation models,
appropriate benchmarks, the portfolio's assets, and the necessary
Using Excel you will calculate, among other possibilities,
the portfolio's up/down capture ratio, M2, Information ratio, and Hurst Index
Must have completed all CFA levels and used quantitative expertise
professionally in your career.
Will need to provide calculations at the end of each month for ...