Quantitative Hedge Fund Analyst recruitment

You will be required to do the following.

Manager Selection (Hedge Funds Opportunistic Investments): (30%)

Risk and Quantitative analysis: (50%)

• Perform quantitative analysis and evaluation of the funds’ investments incl. hedge funds.

• Measure and monitor risks in funds and overall pension portfolio, including the sensitivity of returns to factors, economic or statistical.

• Portfolio analytics such as the implications of making investment changes to the portfolio or comparison of portfolio performance with various benchmarks.

• Portfolio optimization.

• Participate in the design and development of new tools, such as proprietary analytics systems and dedicated spreadsheet applications

Experience Required

• Relevant experience in risk management and/or quantitative analysis. Ability to analyze hedge fund strategies is a plus.

• Experience gained from the buy side from an institutional asset manager, insurance company, multi- manager, investment bank.

• Experience with Excel, SAS, SPSS, MatLab or other mathematics or statistical software packages.

• Knowledge of VBA, C++ or other programming skills, a plus.

• Ability to identify and analyse superior investment managers.

• Experience in equity or fixed-income research or trading is a plus

Skills

• Strong written documentation and verbal communications skills, excellent attention to detail.

• Self-starter, ability to work within a fast-paced environment.

• Sound knowledge of the risk characteristics of derivatives and financial instruments, understanding of hedge fund strategies a plus.

• Strong analytical skills and applied statistical concepts required.

• Ability to effectively use systems and technology.

• Strong organizational skills and demonstrated ability to work efficiently in a team-oriented environment.

• Ability to travel including overseas.

• Advanced degree (masters) or certification as a CFA, CAIA or FRM preferred.