Quantitative Equity Analyst – Alpha research – VP level + – London £80
An asset management firm which employs a long only fundamental value based strategy is currently looking to expand their quantitative equities team in London.
As a result a newly created position for a quantitative equity analyst/portfolio engineer has been opened up on the Alpha research team.
You will be working to reduce the downside of their screening models, work on the quantitative valuation models and develop quantitative tools.
As a quant analyst you will be a key part of the alpha research efforts, developing a framework capable of designing and testing alpha generating factors and models.
Your responsibilities will include:-
- Use quantitative techniques and research to support the investment process.
- Develop proprietary IP which could be used to run independent quantitative strategies.
- Providing recommendations and reports on sectors, regions, and stocks and developing quantitative stock screens to be used for idea generation
- Development of new portfolio management tools
In order to apply for this role you should have:-
- Solid statistical programming skills – Matlab/SQL .Net.
- A PHD or equivalent from a leading school in a highly quantitative subject.
- Understanding of fundamentally driven equity markets.
- Experience working with a number of models including : top down relative/ contrarian models /bottom up stock level fundamental /momentum driven models
- The ability to Work in the UK without Visa sponsorship.
This is one of the most successful equity funds with offices in global locations.
The hiring manager has a wealth of experience within the space and the team are very secure.
Application:-
Please apply directly with a CV in WORD FORMAT to apply.a33hoj0xt2@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
Applications close in September 2012
Please note:- we do not accept linked in profiles as a form of submission.
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