Junior fundamental quantitative equity portfolio manager
My client is a firm managing several billion dollars with a track record of producing very strong results.
Candidate profile:
- 5 years experience doing fundamental quantitative research on equities (preferably globally)
- In-depth knowledge of quantitative alpha source research and modeling, portfolio construction, and risk management
- Relevant experience in empirical research and working with large data sets
- Critical understanding of international markets and macroeconomic statistics
Primary Duties and Responsibilities:
- Working as a member of a quantitative research team
- Assist in managing existing Global, International and Emerging Markets quantitative strategies
- Ongoing portfolio monitoring and performance attribution
- Performing statistical and economic research to develop new investment strategies in collaboration with the existing research team
- Participate in independent research projects by generating creative ideas and rigorous quantitative analysis that includes testing efficacy of factors, writing production codes, and developing macroeconomic forecasting models
- Manipulate large sets of data and conduct econometric analysis; knowledge of parametric and nonparametric techniques would be a plus
- Analyze international financial markets, industry-specific, and macroeconomic data to forecast business, industry and economic conditions and trends in order to make investment decisions
Essential Skills:
- Strong analytical and problem solving skills
- Passion for research and creativity
- Knowledge of the relevant theoretical and empirical research, forecasting methodologies and portfolio construction techniques
- Strong programming and database skills including Bloomberg and statistical packages like SAS with SQL, R, etc.
- Ideally, knowledge of financial and macroeconomic databases like Compustat, Worldscope, IBES, Datastream, CRSP, IFS
- Understanding of international accounting guidelines and pronouncements as well as macroeconomic statistics and political developments
- Strong written and verbal communications skills
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