Cross Asset Quantitative Strategist
- Dependent on experience
- Edinburgh, Scotland, United Kingdom
- Permanent, Full time
- 26 Sep 16
We are working with very highly regarded team at a leading asset management firm who are looking to hire a smart beta focused quant strategist to add to their successful cross asset team.
The role will be hands on and focused on creating new quant investment strategies with a focus on Smart Beta and Risk Premia. The team are collaborative in nature and you will have exposure to working with some of the very best talent in the market. The successful candidate will have excellent technical skills evidenced by advanced (Masters/PhD) academics at a top tier university in a highly numerate subject. There is immediate opportunity to take on geniune ownership and responsibility for the development of new strategies and new approaches and methodologies.
- Creating new quantitative investment strategies in the smart beta space.
- Quantitative Research; Stock selection, cross-asset quantitative strategies, portfolio construction/optimization and alpha modeling strategy and development
- Working with institutional clients to develop tailored quant models
- Working with your colleagues to drive information sharing and leverage expertise
- Articulate ideas to clients via written and oral communications
- 3-7 years’ experience in creating quantitative investment strategies either on the buy or sell side
- Being able to communicate effectively to internal and external clients
- Excellent portfolio construction skills
- Expert user in Matlab, R or Python
- Desirable - machine learning skills