About the job
Our clients, financial institutions, are currently looking for a high-calibre Quantitative Portfolio Manager.
Title: Quantitative Portfolio Manager
Role:
- Conduct alpha research and strategy development with a primary focus on idea generation, data gathering and research/analysis, model implementation and backtesting for systematic global equities strategies with intraday or medium-frequency holding periods
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets to build strong predictive models which will be deployed to the investment process
- Collaborate with the SPM and other team members in a transparent environment, specifically collaborating across books and engaging with the whole investment process (portfolio construction, risk management, etc.)
Experience and Skills:
- A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic equities.
- Bachelor, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or a related field from a top-ranked university
- Strong research and programming skills (Fluent in C++ or Python)
- Demonstrate strong abstract reasoning and independent problem-solving skills
- A proven, independent track record developing, deploying, and managing strategies in the global equities space
- Experience exploring, researching, and deploying trading signals from various sources of data
- Experience in quantitative finance, econometrics, and asset pricing.
- Curious, ambitious, self-starter mindset.