Senior Investment Manager (Quant Equity)
- Employer
- Page Executive
- Location
- London, United Kingdom
- Salary
- benefits + bonus
- Closing date
- Feb 16, 2019
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Leading UK Pension Fund
Description
Senior Investment Manager (Quant Equity) position with a leading UK pension fund. Number two position, based in London. Alternative Risk Premia, quant equity portfolio management / optimisation
The role:
Job Purpose:
- The Alternative Risk Premia (ARP) function exists to understand and oversee all aspects of ARP
- It seeks to efficiently exploit them as an additional source of returns
- It oversees the selection of superior ARP implementation strategies, and ensures effective allocation of ARP risk exposure and management of ARP investments
- It leads in the design and management of more effective ARP strategies and in the efficient/ optimal integration of diverse ARP in equity portfolios
- It supports other functions where they overlap with ARP
Key Responsibilities:
- ARP Investment Management and Analysis
- Manage/rebalance/develop internal ARP portfolios
- Conduct qualitative/ quantitative ARP research and analysis
- Develop systems, tools and database for direct factors equity investments
- Monitor the performance of the ARP portfolios and the held stocks
- Build and maintain external relationships across a variety of public market participants
- Contribute to firm-wide investment debate through engagement with other functions/CIO
- Work with other functions as required
Project Activity
- Improve existing factor models
- Develop new factor signals
- Develop tools/procedures to improve internal equity management
- Lead/initiate significant project work to develop ARP function
- Support project work in other functions as required
Profile
Senior Investment Manager (Quant Equity) position with a leading UK pension fund. Number two position, based in London. Alternative Risk Premia, quant equity portfolio management / optimisation
The person:
Behaviours
- Very strong numerical, analytical and research skills
- Ability to assimilate complex abstract theories/concept
- Confident in dealing and building relationships with internal and external stakeholders
- Ability to communicate complex work to a wider audience
- Leader and contributor to the development of the firm's internal investment culture
Knowledge required
- Experience working within an investment management/ consultancy organisation in a front office role
- Experience in public markets and active investment strategies designed to maximise returns and minimise risks/frictional costs
- Good understanding of investment theory regarding alternative risk premia in equities
- Broad knowledge of multiple asset classes and systematic factors influencing asset pricing
Qualifications
- Master's degree/CFA or higher in Finance, Computer Science, Economics or Quantitative field
- Advanced coding skills
- 7-10 years of experience in quant equity portfolio management / optimisation
- Analytical, problem solving approach
- High degree of accuracy and risk awareness
- Good knowledge of applied statistics with respect to back-test analytics / significance testing, unstructured data or web scraping
IT/Coding Skills
- SQL Microsoft, SQL ORACLE'R' / Python
- VBA, C#, Java
- Financial/Market DB
- S&P CIQ Database
- Bloomberg / BB API
- WorldScope
- Factset
- Alternative databases
Job Offer
The package will be excellent
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