Senior Equity Quant Portfolio Manager – London (MD) recruitment
The position role will involve leading the group and developing and managing the equity risk management system for a large European cash equity portfolio.
• This is a multibillion dollar portfolio
• The alpha is not high frequency but the desk has a high turn-over and has the characteristics of a high frequency portfolio but with the exposure of a low frequency large AUM book.
• The desk trades European cash equities.
Your role will involve developing a quantitative risk management system that will be used to keep the portfolio healthy and balanced and reduce concentrations to various risk factors.The risk hedging strategy will be fully automated, model driven and responsible for continuous hedging in real time.
You will also take responsibility for the quantitative researchers and quantitative programmers who are involved in alpha research and data analysis.The trading alpha is technical in nature and focuses on analysis of large sets of historical data and using predictive analysis, machine learning and econometric techniques. You will also have responsibility for the researchers involved in improving the algorithmic order routing, execution logic, and transaction cost and trade optimisation.
We are interested in:
• Senior statistical arbitrage portfolio managers
• Strong technical skills
• Ability to develop a system from scratch
• Leadership skills
• A background in developing automated hedging algorithms, proprietary trading strategies, data analysis, probability, and statistics.
• Good communication skills
• Leadership skills
This position is with a leading financial organisation in London.
To apply, please contact J.kennedy@njfsearch.com