Junior Quantitative Analyst - Equities

2 years ago2251 views
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Advertised By:Agency
Job Type:Contract
Description
Exciting opportunity for a Junior Quantitative Analyst with 2-4 years experience in the industry , to join an Investment Management Company. Become part of a broader systematic equities team and will have exposure to all aspects of equities research. In this role you will be responsible for researching, analysing and providing relevant information and recommendations on equity markets using quantitative techniques. This will include research covering aspects of economics, derivatives, and style risk premia.  The person will need to follow a collaborative team approach that adheres to the companies value framework.   The key objective is to assist in the maintenance of the equity portfolios to deliver on its performance objectives. • Assist with maintaining model portfolios • Manage cashflow implementation and trade instructions • Monitor compliance • Monitor corporate actions • Assist with client reporting • Portfolio attribution • Give input to the equity portfolio strategies and the generation of model portfolios, including: o Investment allocation decisions o Yield enhancement strategies o Listed and OTC derivatives o Smart beta / risk premia *Research*  The key objective is to advance research efforts and improve overall quality and coverage with the aim of improving alpha. • Expand strategies and market coverage (guided) • Portfolio construction and risk management (guided) • Assist in developing content for the equities portal • Documentation of research, processes and model validation • Collaborate and present on new strategies and enhancements to existing strategies • Derivatives research and strategy ideas   Team Interaction .The key objective is to work on a collaborative basis, ensuring that the team remains cohesive and successful. • Follow a collaborate approach which embraces the companies  value system • Be proactive in generating new research and participating in debate • Suggest and implement process enhancement to improve/speed up processes • Contribute positively and be solution driven • University Degree (Computer Science/Maths/Stats/Business Science/Actuarial), and/or Post Graduate degree • CFA or FRM studies preferred • Strong programming skills in R and SQL  • 2- 4 years of experience in a comparable role, or in another quantitative finance field, having coded predictive models in various scripting languages. In the role it is essential to understand and implement sound econometric concepts in different scripting languages, driving efficiencies within the team and research processes. Knowledge of various statistical techniques and data science are therefore key elements.  • Solid understanding of asset allocation, economics and multi asset portfolio management • Solid experience managing and analyzing large amounts of data is a must (ideally SQL) Experience with version control and database solutions necessary (ideally Git) • University Degree (Computer

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