Senior Quantitative Analyst
2 weeks ago
Background:
Reporting to the Chief Investment Officer within a Global Family Office based in the GCC, the Senior Quantitative Analyst will be responsible for developing quantitative tools to optimize the portfolio’s strategic and tactical asset allocation using a factor-based approach. The senior quantitative analyst will also be responsible for developing risk management systems for the front office.
Roles & Responsibilities:
- Conduct quantitative research and analysis to develop financial models and identify investment opportunities
- Perform statistical analysis on financial data to identify trends, correlations, and patterns that will provide actionable insights for investment strategies
- Develop and maintain financial models to forecast investment returns and cash flow generation, risk exposures, and other relevant financial metrics
- Prepare, analyze, and interpret advanced quantitative and statistical analysis such as factor and style reports, box plots, return and risk metrics, Monte Carlo analysis
- Leverage financial data in an effort to increase profitability and cash flow generation, decrease risk, and reduce transaction costs to conceiving new trading ideas, formulating them into systematic strategies, and critically evaluating their performance
- Contribute to the strategic and tactical asset allocation processes for the overall portfolio
- Develop the risk management processes for the overall portfolio (Risk models, risk budgets and limits, etc.) which includes a high proportion of Private Assets
- Help select the most appropriate risk model from external vendors and help implement it for the overall Investment team, be the point person to answer questions on the risk management system/ approach and train other team members on risk management
- Perform stress tests and scenario analysis to evaluate the potential impact of market shocks and changes in market conditions on our investment portfolios
- Prepare detailed reports and presentations summarizing analysis findings, investment recommendations, and risk assessments for senior management and stakeholders
Your Profile:
- Phd in Mathematics or Physics, CFA designation preferred
- 10+ years of experience, with a minimum of 3 years in the financial industry
- Advanced knowledge of financial markets, investment products and portfolio management principles
- Programmation skills: Python, R, Matlab or C++ for quantitative analysis and modelling
- Experience with data manipulation, cleansing, and analysis using tools such as SQL, Excel and other statistical software
- Excellent communication and presentation skills, with the ability to effectively convey complex quantitative concepts and findings to both technical and non-technical stakeholders.
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