Quantitative Strategies Job Description

Quantitative Strategies Job Description

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Quantitative strategies provides technical advisory on derivatives and derivative markets in the context of their application to LDI fund management.

Quantitative Strategies Duties & Responsibilities

To write an effective quantitative strategies job description, begin by listing detailed duties, responsibilities and expectations. We have included quantitative strategies job description templates that you can modify and use.

Sample responsibilities for this position include:

Knowledge of numeric analysis and regression modelling in R
Work with investment team to develop products and marketing collateral
Co-work with the senior QIS members and other teams in Tokyo to prepare client materials for product pitch regular or irregular reporting
Deepen own knowledge about the products so as to educate internal and external groups on focused products
Co-operate with QIS global CPM team to share new information or materials about the product and modify as appropriate for Tokyo use
Develop and maintain strong working relationships with the Multi Assets Solutions team members, portfolio management group, sales and marketing team, and upper management
Work closely with investment / trading teams and infrastructure teams to develop and enhance portfolio management and trading processes, oversight on projects
Assist in operational risk management
Help implement mandate / fund launches
Assist in pipeline management processes

Quantitative Strategies Qualifications

Qualifications for a job description may include education, certification, and experience.

Licensing or Certifications for Quantitative Strategies

List any licenses or certifications required by the position: CFA

Education for Quantitative Strategies

Typically a job would require a certain level of education.

Employers hiring for the quantitative strategies job most commonly would prefer for their future employee to have a relevant degree such as Master's and Bachelor's Degree in Engineering, Mathematics, Physics, Technical, Computing, Statistics, Computer Science, Finance, Economics, Applied Mathematics

Skills for Quantitative Strategies

Desired skills for quantitative strategies include:

Financial markets
Python and academic experience with coding assignments
At least one major programming language
F#
Managing databases
Finance
Financial and derivatives markets and Equities in particular desired
Functional programming
Monte Carlo simulation
Regression modelling

Desired experience for quantitative strategies includes:

Code rating agency models for Dutch residential mortgages to estimate pool capital structures for leveraged portfolios
Assist in calculating compliance with warehouse lender facilities
Support in deriving loan level discount margins using the primary market as a basis
Value and price pools / mortgage residuals as appropriate
Preparing cash flow models involving structured financing structures
Model and stress longevity risk, if relevant to the Dutch market

Quantitative Strategies Examples

1

Quantitative Strategies Job Description

Job Description Example
Our innovative and growing company is looking to fill the role of quantitative strategies. To join our growing team, please review the list of responsibilities and qualifications.
Responsibilities for quantitative strategies
  • Compiling quantitative research from the literature with an eye towards creating profitable factors and risk estimates for use in global equity, fixed income, and currency portfolios
  • Writing original computer programs to simulate the historical performance of automated trading strategies
  • Meeting with internal and external clients to explain positioning and performance, to provide research updates, and to answer questions about our investment outlook
  • Rebalancing client accounts while working as part of a broader team consisting of traders, strategists, and other portfolio management professionals
  • Understanding the systems and dependencies to find the optimal implementation solution
  • Programming work to automate existing tools
  • Idea generation for new rules-based algorithmic strategies, on a bespoke client basis or in response to market demand and conditions
  • Regular communication with team members and sales & trading desks
  • Marketing of indices and ideas internally and externally, together with analysis and portfolio construction
  • Manage a range of single-name based Fixed Income/credit/Equity smart beta and market cap funds, including segregated accounts, mutual funds and ETFs with an Asian focus
Qualifications for quantitative strategies
  • Contribute to developing and apply consistent modelling standards across EMS activities in EMEA
  • Experience / exposure to modelling residential mortgage loans, especially Dutch
  • VBA and C#/C++
  • Master’s degree in a quantitative discipline (Mathematics, Engineering, Statistics, Physics )
  • At least two years of professional experience, ideally in a role focused on project management and control oversight
  • Strong analytical and problem solving skills and very good attention to detail
2

Quantitative Strategies Job Description

Job Description Example
Our growing company is searching for experienced candidates for the position of quantitative strategies. Thank you in advance for taking a look at the list of responsibilities and qualifications. We look forward to reviewing your resume.
Responsibilities for quantitative strategies
  • Communicating with clients and prospects in Asia
  • Working closely with the Beta Specialist team, ETF team and Product teams to create new investment products
  • Working closely with Multi-Asset Solutions to design building blocks suitable to their needs with a focus on Asia
  • Familiarity with software engineering tools (Perforce, Team City), scripting, packaging and deployment processes
  • Familiarity with other programming languages (C++, C#, scripting languages)
  • Design and build new models to predict market flows and prices
  • Identify real-time trends and regime shifts and use that information to suggest actionable trading opportunities to the firm’s clients
  • Manage public and private datasets that update daily / real-time
  • Identify new data sources that can be additive to the team’s process
  • Analyze desk business trends
Qualifications for quantitative strategies
  • Develop C# models which deploy statistical models developed by BRS Financial Modelling Group
  • Assist in refining BRS Financial Modelling Group statistical models for Dutch mortgages
  • Well-developed organizational skills and experience managing projects
  • Strong interpersonal skills and a desire to work in a team-based environment
  • Sound judgment with a balanced, control-oriented mind set
  • Self-directed orientation, confident demeanour and the ability to get things done
3

Quantitative Strategies Job Description

Job Description Example
Our innovative and growing company is looking to fill the role of quantitative strategies. If you are looking for an exciting place to work, please take a look at the list of qualifications below.
Responsibilities for quantitative strategies
  • Contribute meaningfully to the Fixed Income & Credit group as it conducts customized research within the interest rate, foreign exchange, and credit sectors of global fixed income markets
  • Help construct and maintain a comprehensive asset class framework that institutionalizes the PB-CIO Team’s philosophy and approach to fixed income investing across a global multi-asset process & platform
  • Create and deploy quantitative and qualitative tools to facilitate the assessment of fundamental, technical, and valuation conditions from both a top-down (macro) and bottom-up (asset class) perspective
  • Work closely with the Head of Fixed Income & Credit to devise and propose investment strategies and recommendations to the PB-CIO Team for potential implementation across discretionary client portfolios
  • Various programming projects involving investment models and database architecture
  • Training both advisors and sale associates on how to create customized analyses using desktop software
  • Creating customized strategic asset allocation presentations and investment proposals for ultra-high net worth clients
  • Modeling adhoc financial analyses, producing client presentations and presenting information to advisors and clients
  • Experience building quantitative index strategy platforms with a particular focus on equity products
  • Strong C++ and Python skills
Qualifications for quantitative strategies
  • Interest and willingness to develop expertise in legal, regulatory and compliance issues in the financial industry
  • Risk and control focused individual with excellent judgment
  • Passion for investment
  • Intuitive understanding of market sentiment, dislocations, and movements
  • Knowledge of machine learning, natural language processing, and artificial intelligence is preferred
  • Ability to take ownership of tasks and follow through to resolution
4

Quantitative Strategies Job Description

Job Description Example
Our innovative and growing company is hiring for a quantitative strategies. If you are looking for an exciting place to work, please take a look at the list of qualifications below.
Responsibilities for quantitative strategies
  • Team lead experience would be valuable
  • Providing implementation support, including segregated accounts, mutual funds and ETFs
  • Driving improvement in portfolio management processes, efficiency, risk control, and operational processes
  • Collaboration with technology professionals to improve portfolio management and risk systems
  • Working with client-facing professionals to deliver periodic client reports, ad-hoc client queries, and proposals
  • Researching, developing, and testing investment strategies from both a theoretical and practical standpoint
  • Design solutions and the management of data processes for research systems and implementation of investment models geared to quantitative equities and/or multi asset portfolios
  • Take ownership of the group’s smart beta quantitative processes (create and establish) and leveraging the output for various stake holders
  • Work on conducting and delivering top notch research projects with applications to quantitative strategies
  • Work with other investment management professionals to continuously enhance existing data processing for improved quality and efficiency
Qualifications for quantitative strategies
  • Strong academic background in Computer Science, Engineering, Physics or Mathematics
  • Strong programming background in a structured, object-oriented language (C++, Java)
  • Basic Unix/Linux knowledge (Sysadmin, Shell Scripting)
  • Experience in options trading
  • Articulate writing and verbal communication skills
  • Taking ownership for relevant candidate pipelines and continuing to develop them through various sourcing methods including direct applicants, employee referrals, use of agencies when appropriate, campus recruiting
5

Quantitative Strategies Job Description

Job Description Example
Our growing company is looking to fill the role of quantitative strategies. To join our growing team, please review the list of responsibilities and qualifications.
Responsibilities for quantitative strategies
  • Advise senior stakeholders on the Talent Acquisition process including but not limited to market intelligence, sourcing strategies, search execution, answering candidate’s questions, and offer negotiation
  • Develop and execute search strategy and workflow in collaboration with senior management for all open technical and quantitative positions including sourcing and search firm engagement
  • Identify and implement creative, impactful and cost-effective sourcing strategies to identify top talent, with a primary focus on Technology and Quantitative talent
  • Source, screen and assess candidates for open positions at all levels within the firm against open requisitions opportunistically
  • Provide direction and partner with Recruiting Associate regarding job postings, interview scheduling, interview feedback collection, onboarding activities
  • Work with hiring manager and internal stakeholders to design the closing process
  • Developing and manage relationships with recruiting search firms, both contingent and retained
  • Assist with campus recruiting efforts as needed
  • Manage the quantitative analysts within the Quantitative Strategy team
  • Determine appropriate methodology for all credit grading templates
Qualifications for quantitative strategies
  • Proven investment experience across multiple asset classes
  • Expertise in equity fixed income portfolio management, portfolio construction and risk management
  • Software development in R and on occasions other languages (Excel/VBA, C++, C#/F#, scripting languages)
  • Maintaining our R development and deployment environment (deploying, configuring, and supporting existing and new model development and model monitoring tools)
  • Integrating new model implementations into IT systems
  • Experience in R programming and an ability to maintain R development and deployment processes

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