This role will join their already established quantitative equities team as a senior Quantitative Researcher/ Portfolio Manager. The successful candidate will play a leadership role in researching, designing, and implementing multi-factor models to be implemented in global equity portfolios.
Key Responsibilities include:
Design and develop orthogonal equity factors/signals to aid return prediction
Implement and develop multi-factor models in the areas of stock selection, portfolio construction and risk modelling
Perform return forecasting utilizing both equity and macro factors
Work with large datasets and conducting statistical/financial analysis
Work with execution team on optimal execution of trading strategies and analysis
Monitor and manage portfolios on a day to day basis
A graduate degree (Ph.D./ MS) with a strong record in a quantitative discipline – ie engineering, computer science, and applied sciences. Background in Financial Engineering, mathematics, and statistics would be viewed favourably.
Experience in statistical modelling and machine learning methods to develop robust predictive models.
At least 8-12 years' experience in quantitative equity research and portfolio management. Strong experience in Emerging Markets / Asia would be a plus.
Strong understanding and experience in equities and equity derivatives. Experience in multi-asset would be a plus.
Experience / background in global macro and experience integrating top down research/signals with bottom-up would be ideal
This is an excellent opportunity to join a team who a well-regarded, have strong performance across their Global business and are currently expanding within systematic strategies.
In order to apply please send your CV in WORD FORMAT to email@example.com or call 02080044029