Responsibilities will include:
- Portfolio construction and risk management of largest equity portfolio's across fund
- Active portfolio rebalancing and trading given market conditions
- Dynamic factor modelling and stress testing of Portfolio's
- Direct communication with internal investment committee and clients on portfolio performance
- Research and implementation of new data sets into developmental strategies
- Back testing and understanding of strategies including abstractions and requirements
- Market microstructure research and alpha signal research
- Collaboration between team members in order to drive productivity and facilitate innovative ideas
Ideal candidates should possess:
- 3-5+ years of experience working in a Portfolio Management seat, ideally within Equities
- Exceptional programming and quantitative skills particularly in Python
- Masters degree in a computational field, Ph.D preferred
- Drive to succeed and see results
If there is an interest, please click the APPLY NOW button below.
