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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

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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