Quantitative Portfolio Manager recruitment
If you would like to work within a leading-edge, blue chip investment manager, with a dynamic and growing organization, and an experienced, highly educated, pro-active team of individuals, this vacancy will suit you.
Experience in portfolio management is essential, together with research, programming, and development skills. Our client is looking for individuals with qualifications and achievement in high frequency futures and equities strategies.
This is an ideal opportunity for confident professionals to join an existing team of portfolio managers, together with the risk manager and researcher team, to help drive the on – going development and deployment of the trading models, and strategies, and the execution platform.
The preferred candidates will have a PhD Mathematics, Statistics, Physics, Engineering, from a leading academic institution with a first class Bachelor’s degree, and strong software programming skills using an object-oriented approach. In addition to excellence and individual achievement, emphasis is placed on good teamwork and being part of a positive, creative atmosphere.
The role
- Participate in designing and implementing the models, execution platform, and portfolio construction methodologies of the company
- Ensure that risk-return characteristics of the strategies are consistent with portfolio guidelines and objectives and external rules and regulations
- Manage the portfolio’s risk characteristics with the Risk Manager and Investment
- Committee
- Implement portfolio changes in a cost efficient and timely manner
- Support and contribute to various projects for example, profit attribution analysis method development, and investor reporting requirements
- Have an interest in execution methodologies, and a continuous interest in analysing and minimizing transactions costs and slippage
- Research of new security selection, sector, country, or other factors used
- Involvement within the team in the total innovation, and total quality process
- Presentations and meeting with current and prospective investors. The ability to discuss the product and its development with investors
Requirements
- Skills and Attributes:
Essential
- Attention to detail and good judgment based on strong mathematical and analytical skills
- Strong organisation skills and the ability to work on multiple projects simultaneously
- Outstanding Programming and development skills, preferably including C/C++ and MATLAB or other modelling languages
- Significant track record as a quantitative portfolio manager
- Experience with modelling and configuration of large-scale problems
- PhD in mathematics or mathematical sciences and statistics
Desirable
- NFA or other industry registrations
- Willingness to learn and motivate others to work to meet deadlines
- Excellent communication skills