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VP – Cross Asset Quantitative Solutions
1 month ago
Our client, a prestigious investment management firm, is seeking a highly skilled and experienced VP of Cross Asset Quantitative Solutions to join their dynamic team. This role offers the opportunity to lead the development and implementation of systematic alpha models across various asset classes, contributing to the growth and success of multi-asset and alternative risk premia portfolios.
Key Responsibilities:
- Lead Researcher: Spearhead the research and development of global macro systematic alpha models covering equities, rates, FX, and single stock factor strategies. These models will be utilized across multi-asset and alternative risk premia portfolios globally.
- Model Development: Design and implement key alpha models including equity country relative value, sovereign bond relative value, FX (G10 and EMs), equity sector relative value (US and EU), and new signals within single stock factor strategies using both traditional and alternative data sources.
- Systematic Alpha Process: Build the systematic alpha process from scratch for the multi-asset business, which includes designing the underlying infrastructure for research and implementation, and collaborating with key stakeholders.
- Risk Management: Manage the risk budget for all relative value models, including equity country relative value, sovereign bond relative value, and FX.
- Quantitative Research: Conduct quantitative research for various multi-asset portfolios and develop alpha signals for equity country allocation, equity sectors/industries, equity thematic baskets, and stock selection within long-short equity processes.
- Model Development and Improvement: Develop new models and enhance existing ones, applying machine learning techniques to investment models.
- Portfolio Construction and Automation: Engage fully in portfolio design, strategy building, and the automation of the multi-asset global systematic strategy.
- Research and Development: Participate in comprehensive research activities, spanning from risk allocation/control to the entire lifecycle of underlying models.
Qualifications:
- A masters or PHD in Mathematics/Statistics
- Proven experience in developing and implementing systematic alpha models.
- Strong background in global macro, equities, rates, FX, and single stock factor strategies.
- Expertise in applying machine learning in investment models.
- Demonstrated experience in quantitative research and portfolio construction.
- Ability to manage risk budgets and collaborate with key stakeholders.
- Strong programming and analytical skills.
- Excellent communication and teamwork abilities.
To apply, please send your CV to quantresearch@octaviusfinance.com
