This position can be located in Seattle, London, Tokyo, or Sydney.

Russell Investments, a global leader in multi-manager investing, provides investment products to individual and institutional clients in over 44 countries. Offering a diverse portfolio of funds, the firm manages assets in excess of $237 billion. We are seeking a Forecasting Portfolio Strategist to join our Asset Allocation and Portfolio Strategies Group to design and build infrastructure necessary for international asset simulation and forecasting. This role can be located in Seattle, London, Sydney, or Tokyo.

The responsibilities of the individual in this position include:
Design, build, test, implement, and maintain infrastructure necessary for international asset simulation and forecasting using Russell Investments' proprietary software and Barrie & Hibbert's Economic Scenario Generation (ESG) software.
Work with information technology groups to design, prototype and test new capabilities to be integrated into Russell's Asset Allocation and Forecasting web application.
Design and develop necessary software tools, reporting, and databases.
Work closely with analysts, portfolio managers and clients to enhance and extend the simulation and forecasting framework.
Provide support for institutional and private-client business activities.

The successful candidate will have extensive demonstrable skills and experiences including the following:
5+ years of professional experience utilizing simulation techniques, financial modeling, and optimization tools, preferably within the investment industry.
Bachelor's degree in Finance, Mathematics, Statistics or a related area required.
Advanced degree in Finance, Mathematics, Statistics or a related area strongly preferred.
Strong programming and modeling skills with the ability to apply computer technology to financial research is strongly desired. Understanding the software development process is a plus.
Professional and/or academic experience with Matlab is required.
Familiarity with other related programming languages and statistical packages such as R, S+, C++, C#, SVN is a plus.
Strong understanding of financial markets, including risk control and portfolio construction techniques. Experience and understanding of international markets is desired.
Demonstrated ability to integrate advanced academic research with applied industry practices.
Excellent interpersonal, written and verbal communication skills
Ability to present concise explanations of complex analyses, and balance the individual contributor role with that of the team.

Please apply via http://ch.tbe.taleo.net/CH06/ats/careers/requisition.jsp?org=RUSSELL&cws=1&rid=4071