Quant Equity Investment Specialist

  • Competitive Salary
  • Melbourne, Victoria, Australia Melbourne Victoria AU
  • Permanent, Full time
  • Northern Trust Company
  • 23 Apr 18 2018-04-23

You will support the Australian Sales and Client team and the global research team (USA, Hong Kong, London and Bangalore) in developing and promoting quantitative active equity strategies. Based in Melbourne, this role reports into the Head of Institutional Business & Strategy, Asset Management, Australia and New Zealand.

Who we are

For more than a century, Northern Trust has worked hard building our legacy of outstanding service, expertise, and integrity. From a Chicago-based bank founded in 1889, we now have more than 20 international locations and 16,500 employees globally. We serve the world’s most-sophisticated clients – from sovereign wealth funds and the wealthiest individuals and families to the most-successful hedge funds and corporate brands.

 

What we do

We burnished our reputation as a global leader delivering innovative investment management, asset and fund administration, fiduciary and banking solutions enabled by sophisticated, leading technology. And through it all, we continually laid a solid, forward-looking foundation on which future generations can continue growing and achieving greater.

 

What you will do

You will support the Australian Sales and Client team and the global research team (USA, Hong Kong, London and Bangalore) in developing and promoting quantitative active equity strategies. Based in Melbourne, this role reports into the Head of Institutional Business & Strategy, Asset Management, Australia and New Zealand.

 

  • As subject area expert, provides comprehensive, in-depth consulting and leadership to team and partners at a high technical level. Acts as the technical expert on Quantitative Active strategies. as they relate to the competitive aspects of the investment market.
  • Partners with the Sales and Quant Active team to make customized sales presentations to prospects and clients.
  • Reports on performance of strategies/portfolios, explaining returns across multiple relevant dimensions of attribution.
  • Supports on-going research efforts related to portfolio design, analytic techniques or risk management by:
    • reading current and relevant papers;
    • contributing to discussions on topics of interest;
    • conducting thoughtful and accurate analysis;
    • expressing recommendations for improvement;
    • supporting research/data infrastructure as required.
  • Conduct applied signal research, backtesting and risk assessment of new investment strategies
  • Analyze client portfolios for risk exposure and recommend remediation
  • Author white papers, articles and blogs
  • Participate in twice-weekly meetings with larger research team
  • Attend client meetings with sales and client service partners and lead technical discussions

 

Your Knowledge/Skills:

  • Demonstrated knowledge of portfolio optimization theory and tools and experience with risk models such as Barra and Axioma.
  • Background in statistics and econometrics: cross-sectional and time series regression analysis, OLS violations, covariance matrix decomposition, volatility models, etc.
  • Extensive knowledge of Australian, global equity and fixed income markets, with fundamental knowledge of financial theory including CAPM and violations, APT, Fama-French factors, etc.
  • Clear ability to read, interpret and apply academic literature. This will require a basic knowledge of linear algebra, calculus and set theory. Demonstrated ability to write white papers for professional audiences. Evidence of academic publications strongly preferred.
  • Strong communication skills with the ability to converse comfortably with C-suite clients and prospects. You will be able to clearly explain research and technical concepts to a non-technical audience, present Northern Trust products and investment platform.

 

As of September 30, 2017, Northern Trust Corporation had:

  • $131 billion in banking assets
  • $7.8 trillion in assets under custody
  • $9.7 trillion in assets under custody/administration
  • $1.1 trillion in assets under management

 

Northern Trust is an equal opportunity employer. We aim for excellence in our efforts to recruit, develop and deploy the highest caliber workforce. Our commitment and success to a diverse workforce is evident in employee satisfaction and industry acknowledgment. For a list of all our achievements please click here.

 

The closing date to apply for this role is 23rd April 2018 and we will be in touch with an update within two weeks.

 

For a private discussion please contact Gez Williams on +61 3 9935 8204.