Senior Quantitative Researcher
We are looking for a (Senior) Quantitative Researcher with a proven track record that can deal with the increasing complexity and dynamics of global capital markets and challenges that the financial industry faces. Are you up for an amazing challenge?
Over de organisatie
Our client is a technology and knowledge rich company which, due to its academic and quantitative background, has been able to develop itself into a successful fin-tech asset manager. As an active asset- and risk manager, we offer our solutions and services to HNWI, companies, foundations and institutional clients. We have positioned ourselves as a niche player in developing a unique mix of quantitative and fundamental investment strategies over the last decade. The company embraces an Anglo-Saxon working model whereby performance is key for both customers, staff and management. Team members are all professionals with a high level of freedom and responsibility in achieving targets that are aligned with customer needs (85% of the upside with 50% of the risk).
Investment Process
The unique ‘man & machine’ investment concept enables the Portfolio Management Department to realize Sharpe ratios of 1 as opposed to passive trackers with Sharpe ratios of 0.3. Every investment decision follows through a 3-step procedure of signal generation (alpha) – portfolio construction (risk management) – portfolio implementation (cost of execution). The portfolio management department processes several million of data items per day through a layered system of several hundred of programmed investment decisions. Current strategies are maintained with rigorous research as to keep Sharpe ratios above 1. New strategies are extensively back tested. Artificial Intelligence techniques are an integral part of the research process as to further optimise parts of the investment process
Over de positie
We are looking for a (Senior) Quantitative Researcher with a proven track record that can deal with the increasing complexity and dynamics of global capital markets and challenges that the financial industry faces. You leverage statistical analysis and data mining skills, using the results of your research to make forecasts and develop profitable predictive trading models. You will collaborate extensively within the Portfolio Management team to create and optimize trading strategies and advance the sophistication and results of the research. You are output driven and able to implement scientific research into actual trading strategies.
Verantwoordelijkheden
- Contribute to the investment process from signal generation to portfolio implementation
- Read and analyse research reports for new strategy idea generation to realise returns on investment funds
- Researching on factor modelling based investments
- Developing testing strategies containing review of requirements, design specifications, project plans and technical documentation
- Co-ordinate, collect and create testing data necessary to run test plans
- Manages the securities in the investment funds by using quantitative models
- Ensures efficient and correct execution of the investment policy, while considering current investment restrictions
- Quality testing and researching potential weaknesses or inaccuracies in our models and databases and updating the information
- Provide both oral and written status reports
- Monitors risk, performance and attribution of the own funds
- Monitors the adherence to applicable regulatory frameworks
Gevraagde achtergrond
The ideal candidate should have the following characteristics:
- 3-7 year significant work experience in the Financial Industry – focused on Asset Management
- Advanced experience with modern programming languages e.g. Python, C++, C# and database tooling e.g. SQL
- Results driven, focus on deliverables and output
- Eager to further expand personal knowledge of investment management and economics
- Highly experienced in quantitative investments
- In possession of a relevant Masters’ or PhD degree – (preferably) in economics, econometrics, finance, computer science, mathematics or statistics
- Demonstrated analytical, abstract and problem-solving thinking ability
- Proven success working with large data sets and developing trading models
- Conducting first-class research and quantitative analysis of global capital markets
- Multi-asset class risk and asset allocation experience strongly preferred
- Must have superior communication skills – in English both verbally and in writing, Dutch is a plus but not a decisive factor
- Highly structured with respect to planning, meeting deadlines and working processes
- Desire to work within a collaborative, team driven environment
- Experience with Bloomberg / Factset / Refinitive or similar is a plus
Aanbod
- A company with professionals with academic background in the field of science
- Results driven work environment with a focus on owning and taking pride in your work
- Competitive salary, including a good pension scheme and a very a appealing bonus structure
- Achieving customer performance goals (85% of the upside with 50% of the risk) results in sharing in performance fees
- We offer an entrepreneurial environment with a high degree of freedom and responsibility
Reageer op deze vacature
Interested? Please apply via the button below or get in touch with Vincent Verweij.
Vincent Verweij
Recruitment Partner