Hong Kong – Quantitative Analyst / Programmer for Quant Hedge Fund recruitment
Macquarie Funds Group (MFG) is Macquarie Group's funds management business. MFG is a full-service asset manager, offering a diverse range of capabilities and products including infrastructure and real asset management, securities investment management and structured access to funds, equity-based products and alternative assets. The group had $A323 billion in assets under management as at 30 June 2012.
Macquarie Investment Management offers investment management across a number of asset classes including equities, fixed income, currencies and commodities, infrastructure securities, real estate securities and fund of funds. It delivers a full service offering to both retail and institutional clients in Australia and the US, with selective offerings elsewhere.
The Quant Hedge Funds Division within MFG manages long short equity strategies including the widely recognised and award winning Macquarie Asian Alpha Fund. An opportunity exists to join this team which is considered to be one of the leading quantitative hedge fund management groups based in Asia. The successful candidate will have the opportunity to work in the research and development team and assist in a wide variety of day to day functions.
The successful candidate will work in our quantitative research and development team. Specific responsibilities of the role include:
- Maintenance and enhancement of code for our proprietary systems.
- Work very closely with the Research team and Portfolio Managers.
- Design and develop software tools to facilitate the monitoring of portfolios and testing of investment strategies. This may involve liaising with back office and risk.
- Efficiently filter vast amounts of data and quickly and distil significant information.
- Identify inefficiencies across the range of markets and highlight potential anomalies and trading opportunities.
The successful candidate will:
- have 1-3 years financial services experience working in the capacity of a programmer, developer style role;
- hold tertiary qualifications in Computing / Software Engineering / Engineering / Maths or other relevant disciplines;
- be proficient in application development (e.g. C#, Java, C++ ) and experience in Matlab is highly desirable;
- have experience with databases and SQL;
- have experience in MS Excel and VBA;
- have a structured and consistent approach to problem solving;
- be numerate and have an intuitive feel for reasonable, expected outcomes;
- be a self-starter, fast learner and be comfortable working autonomously while being a team player;
- be co-operative and be able to take constructive criticism / feedback;
- have the ability to work under pressure while exercising care and being extremely diligent;
- be flexible in dealing with conflicting / changing priorities and multi-tasking;
- have a passion for managing money and a genuine interest in investments.
Desirable skills include:
- CFA Level 1;
- Knowledge of equity markets;
- Windows client GUI development experience;
- Knowledge of databases such as DataStream, Worldscope, IBES and Bloomberg.