Junior Quantitative Portfolio Manager
Reporting to the Head of Quantitative Strategies, the successful candidate will be required to carry out the following duties and responsibilities (please note that the list below is not to be construed as an exhaustive list of all responsibilities, duties, and skills required to perform the role):
• Fund management: Monitoring and managing as appropriate the investments & the risk exposures of a set of the portfolio mandates of the desk Global / Regional equity funds, thematic funds, balanced funds, smart beta funds, etc.).
• Managing inflows/outflows, taking corporate action decisions and writing regular reports about the funds managed on the desk. Applying the disciplined systematic investment processes by mandate under responsibility.
• Developing and maintaining new quantitative models /strategies implemented in the portfolios and/or to develop new products/funds.
• Developing and maintaining quantitative tools for backtesting /research and investment management production.
The role will entail frequent interaction with all internal departments that support the activities of the desk, as well as interaction with external counterparties.
The successful candidate must have strong communication skills, together with process analytical skills.
CORE SKILLS & COMPETENCIES REQUIRED:
About 5 years of related quantitative investment management experience (knowledge of the Developed World Equity Markets is essential).
Proven experience designing and back-testing active systematic equity quantitative strategies is a requirement.
Experience designing strategies on other asset classes would be a plus.
Strong knowledge of various asset classes including Equity, Bonds, Equity Index Futures, Options on Equity and Index is essential.
Exceptional technological acumen and proven practice, including, advanced Excel, Matlab, Oracle, SQL. Factset (Universal Screening, Alpha Testing, Portfolio Analyser) is preferable.
Excellent communication and interpersonal skills in order to liaise with people inside and outside the organisation.
Proven ability to work independently, as well as ability to understand the interactions/decisions on the desk as a team.
Entrepreneurial mind-set, intellectual curiosity, and interest in expanding beyond the field of expertise.
Ability to multi-task and excellent organisational skills are required to respect deadlines and give reasonable time frames for all the tasks and projects at hand.
A third level degree and/or post-graduate qualification in physics, applied mathematics, econometrics, statistics or another quantitative discipline. Post Graduate qualification in Finance and/or CFA and/or FRM will be an advantage.
Fluency in English (oral and written) is necessary, Italian and French would be an advantage.
Fideuram Asset Management Ireland is an equal opportunities employer