Senior Quantitative Analyst / Developer
The Portfolio Construction Group is one of the three pillars of the alpha generation process. The group is composed by highly specialized investment professionals ensuring and facilitating the delivery of high risk adjusted return for the managed portfolios. As part of this activity the Portfolio Construction Group uses quantitative techniques and systems to implement efficient portfolio management. These techniques/systems are intensively used in the daily management of the funds by Portfolio Managers and the Portfolio Construction Group.
The Senior Quantitative Analyst role is focused on two complementary missions. The first responsibility is to design, develop and maintain libraries supporting these activities. These libraries are used to build tools that price derivatives, estimate risk and employ portfolio optimization techniques.
The second responsibility of Senior Quantitative Analyst is to participate in the management of the risk driven strategies. These strategies are the pillar of our investments process on which we build alpha strategies. They are managed through quantitative techniques (Indexation, Optimization, Overlays…)
Duties Responsibilities:
- Be the custodian of quantitative knowledge, its accuracy and theoretical foundation
- Design and implement advanced numerical techniques
- Develop portfolio optimization tools and risk overlay techniques (indexation, portfolio customization tools)
- Cooperate with other analysts and developers to solve complex problems
- Maintain C++ code for the analytics engine of an investment risk system
- Support the production system and implement bug fixes
- Participate to the Risk driven Strategies management (core strategies, portfolio overlays)
Competencies:
- At least 5 years’ experience working as software developer
- Strong mathematical and problem solving skills
- Expert C++ (including STL) programming skills on a Unix environment
- Experience using popular open source C++ libraries
- Ability to solve numerical problems using mathematical or scientific libraries or tools
- Ability to formulate portfolio optimization problems
- Proven object oriented programming and design skills
- Highly driven and strong communication skills
- Experience using version control systems
- Ability to meet deadlines and to work within tight timeframes
Experience Qualifications:
- A minimum of an honors degree in Mathematics, Physics, Finance, Computer Science or other related discipline.
- Experience in pricing financial securities an advantage.
For a private confidential conversation please contact Shane Burke on +35318746770
sburke@paragonexecutive.com
Leave a Reply
You must be logged in to post a comment.