- London, England, United Kingdom London England GB
- Permanent, Full time
- BSM Group
- 15 Mar 18 2018-03-15
A Hedge Fund are looking to hire a Quantitative Researcher to provide peer-reviewed quantitative investment research and portfolio analysis. You will also support portfolio construction, asset allocation and volatility-managed processes.
- Conduct and communicate quantitative research and analysis on markets, asset classes, factors and portfolios
- Ability to gather, maintain and analyze economic and financial data in support of asset allocation modeling and analysis, factor analytics research and screening
- Respond to questions and requests for analysis and expertise from team associates and other investment professionals
- Responsibility to apply risk models in support of the investment process of multi-asset investment strategies, interpret output, understand differences, identify causes, explore alternatives, respond to questions and requests for in-depth analysis, as necessary
- Develop appropriate reporting where appropriate, execute it on a regular basis with periodic updates and refinements with diligence, focus and a high degree of quality control
- Excellent quantitative research skills, as evidenced by an advanced degree (MFE, MSc, PhD) in a mathematically robust discipline, e.g. econometrics, mathematical finance, statistics or physics
- Excellent systems and computer skills, including a strong working knowledge of Excel, Matlab, Python or R; Bloomberg or FactSet a plus
- Intellectual curiosity about financial markets, asset allocation and, investing and an understanding of quantitative financial concepts as they apply to portfolio construction, optimization, attribution and, derivatives
- Existing knowledge of quantitative financial models and demonstrated ability to learn within a quantitative research role is preferred
- Excellent written and oral communication and interpersonal skills as well as the ability to effectively interact with a diverse group of associates including Investment Group, Results Analysis and IT
Please submit a copy of your CV for further information.