Socially Responsible Investing Jobs Board

Position:
Quantitative Analyst

Organization: The Corporate Library, LLC
Location: Portland, Maine
Type: Full-Time
Job description:

The Corporate Library is the leading independent corporate governance research firm in North America. We maintain an extensive database of governance information on over 3,000 publicly traded companies, and offer our clients an extensive suite of data, ratings, and research products. The Quantitative Analyst supports our mission by developing predictive models to relate corporate governance to investment performance and other outcomes; conducting portfolio backtests related to our ratings products; and performing statistical analysis on data used in our research reports.

Reports to: Director of Research and Risk Analytics

Key responsibilities and accountabilities:
--Conduct backtesting and performance attribution on hypothetical portfolios constructed using The Corporate Library’s governance ratings.
-- Develop and refine ratings models using governance data to predict investment performance and securities litigation.
--Conduct statistical analyses of the relationship of individual governance features or events to investment performance.
--Perform statistical analysis of data sets for research reports.

Skills and Experience:
?--Advanced degree in finance and/or CFA designation
?--Expertise in statistic modeling and analysis
?--Familiarity with backtesting and portfolio attribution software
?--Minimum 3 years’ related professional or academic experience
?--Experience with governance or other nonfinancial data a plus

Application Details:
We are considering applications both on a temporary (4-6 month) basis and for a permanent position. Please send a resume and cover letter including salary requirements by January 12, 2009 to Kimberly Gladman, CFA, Ph.D., Director of Research and Risk Analytics, at kgladman@thecorporatelibrary.com. Email applications preferred. NO PHONE CALLS.

Note that applications without salary requirements cannot be considered.