Quantitative Equity Portfolio Manager – San Francisco
- San Francisco, CA, USA
- Permanent, Full time
- Octavius Finance
- 10 Oct 17 2017-10-10
A Multi-Billion Dollar Global fund is currently in the midst of setting up a new team in San Francisco. The firm is already invested heavily in Quant and manages multiple investment strategies and portfolios, ranging from long-only equity, fixed income, credit, commodity, FX strategies, to multi-asset long-short. The team’s objective is to generate alpha, using quantitative models that combine data, technology, and advanced analytics.
This role will join their already established quantitative equities team as a senior Quantitative Researcher/ Portfolio Manager. The successful candidate will play a leadership role in researching, designing, and implementing multi-factor models to be implemented in global equity portfolios.
Key Responsibilities include:
• Design and develop orthogonal equity factors/signals to aid return prediction
• Implement and develop multi-factor models in the areas of stock selection, portfolio construction and risk modelling
• Perform return forecasting utilizing both equity and macro factors
• Work with large datasets and conducting statistical/financial analysis
• Work with execution team on optimal execution of trading strategies and analysis
• Monitor and manage portfolios on a day to day basis
• A graduate degree (Ph.D./ MS) with a strong record in a quantitative discipline – ie engineering, computer science, and applied sciences. Background in Financial Engineering, mathematics, and statistics would be viewed favourably.
• Experience in statistical modelling and machine learning methods to develop robust predictive models.
• At least 8-12 years’ experience in quantitative equity research and portfolio management. Strong experience in Emerging Markets / Asia would be a plus.
• Strong understanding and experience in equities and equity derivatives. Experience in multi-asset would be a plus.
• Experience / background in global macro and experience integrating top down research/signals with bottom-up would be ideal
This is an excellent opportunity to join a team who a well-regarded, have strong performance across their Global business and are currently expanding within systematic strategies.
In order to apply please send your CV in WORD FORMAT to email@example.com or call 02080044029
Interviews have already begun to take place.