Associate/AVP, Portfolio Engineer (Fundamental Equities)

The Public Equity (EQ) department pursues active management strategies in equity investing. We invest globally and are organised along product groups specialising in different total return, relative return and quantitative strategies.

We are looking for a dynamic, self-motivated and experienced individual to join the Data Strategies team in Fundamental Equities, which works in close collaboration with all active strategy teams as well as the technology team.

Responsibilities
•Participate in team portfolio discussions on investment ideas, portfolio decisions and execution.
•Use advanced analytics and data visualization techniques to translate ideas and discussions into intuitive and sustainable solutions (automated dashboards, etc.) which aid the PMs in portfolio decision-making.
•Create and leverage analytical tools to analyze portfolio drivers and performance.
•Monitor and enhance existing reports which assess the exposure and performance of active strategies.
•Source and evaluate new datasets as well as build new capabilities for investment idea generation.
•Coordinate efforts with the Business Management Office and Equities Technology Team to develop as well as proliferate new tools and technology capabilities within the department.

Requirements
•A Bachelor's or Master's degree in Applied Mathematics/Computer Science subjects with exposure to financial market applications strongly preferred.
•Experience in data analytics and visualization for financial markets. ◦Proficient with SQL, R or Python programming, as well as data visualization tools.
◦Passion for financial markets and computer programming.
•Relevant experience in portfolio management or portfolio risk and performance analysis. ◦Strong understanding of portfolio construction, quantitative portfolio construction techniques, and statistics.
◦Proficient in working with large datasets and operating in-house databases.
◦Logical and practical - strong interest in solving complex problems.
◦Existing or active progress toward CFA, CAIA or FRM qualifications a plus.
•Proven ability to work effectively in a highly collaborative, team-oriented environment.
•Excellent written and verbal communications skills.