Portfolio Optimisation and Investment Analytics - a newly created role at an award winning Hedge Fun

O'Connell Resourcing
London, United Kingdom
Sep 05, 2019
Sep 14, 2019
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
This role would be well suited to someone who is looking to utilise their natural problem solving skills and technical capabilities in a dynamic and entrepreneurial environment.

Role and Responsibilities:
  • Work directly with CIO and sector heads to enhance the portfolio management framework and individual stock picking (long and short), through developing analytical tools and quantitative methods that can be applied to both internal and external data sets
  • Portfolio Management - Data & Performance Analysis:
    • Develop tools to help optimise portfolio construction through scenario analysis and back-testing
    • Maintain and improve access to performance data
    • Enhance tools to analyst the fund's historical performance
    • Enhance Risk Management tools
  • Long and Short stock picking
    • Develop analytical tools to support the fundamental, bottom-up investment process led by the sector heads
    • Identify and analyse external data sets that show correlation with the underlying stock, in order to strengthen (or weaken) the fundamental investment case, and add precision to the entry/exit of positions

Their ideal candidate should:
  • Hold a numerical degree from a leading University
  • Have a number of years' experience working within financial services
  • Possess a quantitative background, which could be from:
    • A CFA / Actuarial education
    • Quantitative research / development experience
    • A Risk Management environment
  • Hold soft developer skills and the ability to program in:
    • Python
    • VBA
    • SQL
  • Database construction and management experience
  • Additional skills include:
    • Knowledge of Statistics/Econometrics/Time Series Analysis
    • Experience with quantitative/computational methods for financial application
  • Personality fit to work in a lean and close knit team