Quantitative Portfolio Manager
Who we're looking for
An experienced quantitative portfolio manager to join our Multi-Asset team. The primary focus of the role will be the research and management of systematic macro / alternative risk premia strategies that provide robust sources of diversifying return.
We're a global investment manager. We help institutions, intermediaries and individuals around the world invest money to meet their goals, fulfil their ambitions, and prepare for the future.
We have around 5,000 people on six continents. And we've been around for over 200 years, but keep adapting as society and technology changes. What doesn't change is our commitment to helping our clients, and society, prosper.
We moved into our new HQ in the City of London in 2018. We're close to our clients, in the heart of the UK's financial centre. And we have everything we need to work flexibly.
Our team is responsible for the research, development and management of systematic alternative risk premia strategies that provide diversifying return streams to our internal and external clients. We sit within the broader Multi-Asset Investment team at Schroders, one of the largest Multi-Asset teams globally currently managing over $210B.
Our team is responsible risk premia strategies across equities, fixed income, FX, commodities and volatility. We operate an open, collegial approach to research where each team member has clear individual ownership of strategies and group responsibilities to ensure we balance the best of scientific rigour, technical market knowledge and practical money management.
Our team is supported by the Multi-Asset Research and Analytics Team who provide data and strategy management tools and by our Portfolio Implementation Team who ensure our strategies are implemented safely and consistently across multiple client portfolios.
What you'll do
• Based in London the role will primarily involve researching, developing and managing systematic risk premia strategies in equities, bonds, FX, commodities and volatility and aid in the design of multi-strategy solutions for internal and external client needs
• Management of quantitative / systematic portfolios in accordance with the stated investment process; in line with the investment mandate agreed with the client / fund; within the agreed risk frameworks and procedures and ensuring breaches are escalated to the Desk Head and appropriate senior management in a timely manner
• Conduct rapid, reliable and repeatable research into idea generation, signal design and portfolio construction to expand our sources of return and ensure current strategies remain robust return generators
• Share and debate research findings and actively participate in our research and governance process
• Drive efficient, scalable implementation of return generation models in safe and robust portfolio management framework through collaboration with our Research and Analytics team and our Portfolio Implementation Team
• Provide insight into return drivers and evolution of signals with a strong emphasis on macro context and engage in relevant research forum discussion with other quantitative and qualitative analysts and portfolio managers
The knowledge, experience and qualifications you need
• Degree or advanced degree in a relevant technical discipline, such as Physics, Engineering, Mathematics, Statistics, Economics or Finance
• Relevant experience in performing quantitative research, portfolio construction and portfolio management of global macro or alternative risk premia or QIS in either an asset manager, hedge fund or investment bank and strong market and derivatives knowledge. This will be an SMCR Role.
• Proficiency with MATLab or similar high level programming language and the ability to adapt quickly to MATLab
• Excellent analytical and problem solving skills
• Strong communication skills with the ability to communicate complex ideas concisely
• Must be detail oriented and a team player
The knowledge, experience and qualifications that will help
• Experience of practical money management
• Experience engaging with clients
• Experience developing in Python
• A specialism in FX, FI or Commodities
• Ability to manage and mentor more junior analysts within a flat organisational structure
What you'll be like
• Collaborative, reflective, open and receptive to the ideas of others and to being challenged on their own ideas
• Rigorous, scientific yet pragmatic
• A strong communicator such that they can communicate and review research with audiences of varying technical ability
• Autonomous, dynamic, innovative and hands-on with a true passion for quantitative investing
We're looking for the best, whoever they are
Schroders is an equal opportunities employer. You're welcome here whatever your socio-economic background, race, sex, gender identity, sexual orientation, religious belief, age or disability.