Head of Quantitative Research and Investment Analytics - Award-winning, Multi-Billion Dollar, Equity

OCR Alpha
London, United Kingdom
Highly Competitive
Mar 04, 2021
Mar 13, 2021
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 Construction - Data & Performance Analysis:
    • Develop tools to help optimise portfolio construction through scenario analysis and back-testing
    • Build and enhance tools to analyse the fund's historical performance
    • Enhance existing Risk Management tools
    • Maintain and improve access to performance data
  • Company Analysis :
    • Develop analytical tools to supplement the fundamental, bottom-up investment process led by the sector heads.
    • Identify and analyse relevant data sets that show correlation with the underlying stocks, to help strengthen (or weaken) the fundamental investment case
    • Add additional precision around the entry and exit of positions

Their ideal candidate should:
  • Hold a numerical degree from a leading University
  • Have minimum 8 years' experience working within financial services in a relevant field
  • 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
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