Cross asset class buyside quantitative researcher
My client manages several billion dollars and is looking for a quantitative researcher with strong maths and stats skills to join their team.
The role involves working on structuring portfolios focusing on the quantitative aspect which includes working on portfolio construction, asset allocation, portfolio optimisation, risk, putting together portfolios of plain vanilla and structured cross asset class products, ETFs and mutual funds. In addition, you will be involved in putting together portfolios of quantitative strategies which you will be responsible for researching and putting together. You will work both on building tailored products and structuring new portfolios from scratch.
This firm seeks to offer their clients highly innovative solutions. They are thus looking for a creative quant researcher with mathematical rigour and creativity.
Candidate profile:
3-6 years experience preferably on the buyside.
Excellent academics up to Masters level. A proven interest in behavioural finance would be a plus alongside strong mathematics/numerical skills and proficiency in Matlab. As this is a generalist role, knowledge of a wide variety of financial products is a plus alongside a good understanding of how financial markets work. Experience backtesting and implementing medium/long term trading strategies would be a plus.
The client will not sponsor visas.
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