Analyst recruitment
Job description:
Within the equity quantitative research team, build, maintain and modify econometric and mathematical risk and trading models and tools by assembling and reviewing fundamental and quantitative data, and conduct independent research projects.
Function as a Portfolio Engineer to execute statistical analysis, to build and refine econometric and quantitative risk models used to determine portfolio exposures and enhance risk-adjusted investment returns.
Work jointly with traders to conduct research into trade execution, develop trading models and expert systems to enhance trade execution capabilities and analysis.
Based on a thorough understanding of firm's investment philosophy, deploy models and tools for qualitative research analysts to make value added stock selections, for traders to achieve best execution and for portfolio managers to minimize risk and execution costs, meet profitability objectives, and optimize investment returns.
Essential functions:
- Lead the development and implementation of a customized equity risk model and associated tools for use in portfolio optimization, risk analysis, simulation, risk attribution and reporting.
- Work jointly with traders to conduct research into trading cost analysis, short-term trading models, expert systems, trading strategy analysis and market condition analysis.
- Work jointly with qualitative research analysts on streamlining research workflow, enhancing our research tools and quantitative support for qualitative research projects.
- Conduct independent, complex equity research projects, special projects and adhoc requests as required.
Key strengths and requirements:
• Advanced degree or equivalent, in mathematics, physics, engineering, computer science or other quantitative discipline.
• 3 to 5 years practical experience or post-graduate academic research, ideally in the areas of equity risk model construction, trading model construction or expert systems design.
• Experience in computer programing and modeling based on one or more of the following technologies preferred: R, MATLAB, C++, VBA, Java, Perl, PHP, HTML, SQL, PostgreSQL, Linux, Factset, Bloomberg
• Passionate about equity markets, investing and conducting quantitative research.
• Outgoing and cooperative personality, with excellent communication skills, ability to self-manage and experience with project management.
• Professional qualification in finance (such as CFA, FSA or FIA) is extremely beneficial. The successful candidate will be expected to pursue further self-development in these areas if candidate does not already have said qualification.
Applications must include a CV, covering letter and indication of salary requirement.