Quantitative Hedge Fund Analyst recruitment
You will be required to do the following.
Manager Selection (Hedge Funds Opportunistic Investments): (30%)
- Sourcing potential investments and ideas for consideration at the weekly meetings.
- Meeting and analysing potential investments, evaluating manager’s edge, investment process and risk management capabilities. Assessing manager’s business and fund documentation.
- Assisting the AD with investment proposals and producing detailed quantitative analysis.
- Documenting the investment approval process in accordance with the governance framework.
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.