Portfolio Strategy Optimisation Quant
4 weeks ago
Portfolio Strategy Quant
London based
Our client is a global alternative investment fund manager combining relative value and directional trading across global macro asset classes to generate uncorrelated returns. Their core portfolio structure of intersecting product verticals is designed to deliver for investors in all market conditions.
This Portfolio Strategy team sits within the Quant Department. They work closely with the Quant and Risk team and they are responsible for shaping the Investment Portfolio Strategy in a quantitative manner. A role in this team presents a unique opportunity to shape the fund’s future strategy.
Responsibilities:
- Addressing key questions as to how best to optimise their capital allocation
- Determining and communicating optimal portfolio construction, including trade sizing
- Assessing liquidity risk
- Conducting comparative competitor analysis
- Designing, building and evolving key frameworks to inform trade decision making
- Running bespoke analytics such as risk premia analysis, analytics on tail events, and other useful analytics.
Requirements:
- A Levels at grade A*/A and a 1st class degree with MA/PhD in a numerate field from a Russell Group University (or equivalent international secondary/tertiary education)
- Excellent maths intuition
- An intuitive understanding of derivatives and market knowledge
- At least five years’ experience working in the financial services industry, including in Portfolio Strategy or Optimisation
- Experience in data analysis using Python based tools
- Minimum 3 years’ experience in object-oriented programming in an enterprise-level code base, ideally one of C#, C++ or JAVA
- Ability to pick up new skills quickly and thrive in fast-paced environments
- Good communication skills and a pragmatic problem solver
- Ability to work independently and with initiative
- Ability and drive to work in a collaborative team environment.
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