HEAD OF QUANTITATIVE STRATEGIES AND RESEARCH
In the U.S. we have offices in Boston, Chicago, New Jersey and New York. FFTW is the global fixed income provider for BNP Paribas Investment Partners. Currently, we have an excellent career opportunity for a Head of Quantitative Strategies and Research in our New York office. Individual will manage three other investment professionals. The team will need to be organized so as to best provide quant alpha ideas and research to cover all products. The Quant Team will be expected to work closely with each respective alpha team, as well as relevant Product Heads in developing models and to work closely with alpha teams, Portfolio Managers and Product Heads in developing quantitative tools to support the investment decision-making and portfolio construction process. The individual will be expected to direct and coordinate this process. In addition, individual will have responsibility for the Quant and Research Team’s interaction with the alpha team, Portfolio Managers and Product Heads and will work closely with the Risk Management Team.
Specific Responsibilities:
- Organize and direct the research efforts of the team aimed at supporting the generation of multiple diversifying alpha ideas.
- Develop models and tools that will be used systematically across most products. Team will need to deliver multiple diversifying alpha strategies within each opportunity set, subject to a defined risk budget. These ideas will be used by the Product Solutions group to manage client portfolios.
- Responsible for the development and performance of quantitative strategies forming a significant part of the risk budgets assigned to the Quant and Research team.
- Responsible for the overall performance of the Quantitative Strategies and Research team and will be expected to directly influence the contribution of team members.
- Develop and implement the quantitative decision making process as well as ensure that this is aligned with overall investment philosophy framework of FFTW, including individual specialization, responsibility and accountability, individual risk budgeting, documentation of investment rationale and a stop-loss discipline.
- Provide quantitative support, including quantitative investment strategies to the following three internal clients within the Product Solutions Division, Short Term Products, Global Products and US Products.
- Maintain profile within the Asset Management industry, including attending and participating in industry related events and seminars and interacting with the media as necessary.
- Work with Product Heads with regard to product development and innovation.
- Mentor and assist in the professional development of team members.
Ideal Personal Profile:
- Communication skills: Expresses his / her messages, both orally and in writing, in an effective, organized way, which is appropriate to the audience being addressed.
- Teamwork: Knows how to work in a team and /or across teams, acts bearing common interests and respect for fellow team members in mind.
- Taking Initiative: Works proactively and independently, implementing work processes, ideas and solutions, including in situations where information is missing or wholly unusual.
- Taking Responsibilities: Is involved in his / her scope for action, while appreciating the limits. Meets his / her commitments and accepts the consequences.
- Results Driven: Seeks to achieve the objectives set within the defined timeframe, by acting with tenacity, and by balancing costs and benefits. Continuously seeks optimum performance.
- Integrity: Acts ethically, in compliance with what is said and while respecting the company’s values and rules.
Academic Background and Experience:
- Graduate degree in Economics, Math, Finance or related discipline.
- Minimum of ten years experience in Quantitative Investment management, plus in-depth knowledge and understanding of global fixed income asset classes and instruments.
- Ability to anticipate market developments within the Asset Management industry.
- Fluency in written and spoken English language.
To be considered for this opportunity, please forward your resume utilizing the online application process. Equal Opportunity Employer.
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