Systematic Portfolio Manager/Senior Quantitative Researcher – Investment Management
The Group: The Investment Management group is a global team guided by Morningstar’s investment principles focused on delivering great long-term investment results to help end-investors reach their financial goals. We use our expertise in asset allocation, investment selection and portfolio construction to create world-class investment strategies leveraging the full resources of Morningstar. The group specializes in multi-asset investing, using building blocks in equities, fixed income and alternative investments to construct robust portfolios. Through our investment offerings, we serve financial advisers and institutions, and the investors that they serve.
The Role: The Senior Quantitative Researcher / Portfolio Manager reports to the Global Head of Systematic Equity Strategies in the Investment Management group. This experienced investment professional is responsible for contributing to the development, implementation, and management of cutting-edge systematic equity strategies globally. This includes, but is not limited to, ideas generation, strategy design, portfolio construction, risk management, cash and FX management, corporate actions, and compliance. In this position, the senior quantitative researcher / portfolio manager is expected to play a leading role within the team and be able to interact with clients, prospects, and senior management across various departments. This role requires a person who demonstrates excellent quantitative analytical skills, a track record for cutting-edge research, and significant experience generating alpha through deployment of quantitative systematic strategies.
- Lead and work alongside other team members to build and enhance systematic equity strategies across all steps of the investment process, including ideas generation, strategy design, portfolio construction and implementation.
- Discover, evaluate, use alternative/new data sources to build novel systematic strategies.
- Partner with operations and trading team to oversee day-to-day management of all aspects of systematic strategies implementation including trading, compliance with internal and external requirements, managing of daily cash flows and corporate actions.
- Work with leading-edge portfolio construction technology and optimization techniques to construct portfolios as a portfolio building blocks or standalone strategies.
- Communicate systematic strategies performance and attribution, market environment and outlook to internal and external groups including clients and prospects.
- 10+ years of progressive hands-on systematic investing experience including quantitative research and portfolio management, preferably with focus in equity.
- Significant experience in statistical modelling of large data sets and solid understanding of multi-factor models, portfolio construction, optimization, backtesting and scenario analysis.
- Strong quantitative skills with solid understanding of statistics and probability (e.g. panel data analysis, time-series analysis, machine-learning).
- Familiarity using security-level risk models and optimization softwares (e.g. Axioma).
- Proficiency in object-oriented programming language(s) (Python, Matlab, or R) and database management software (e.g., SQL).
- Outstanding oral and written communication skills, with experience producing high quality written materials for clients, prospects, and publications.
- Advanced degree in a quantitative field including statistics, mathematics, computer science, economics and finance; Ph.D. preferred.
- Proven ability to take investment-related research from idea origination to implementation.
- Evidence of ability to create alpha through deployment of quantitative systematic strategies.
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