QUANTITATIVE PORTFOLIO MANAGER

  • Negotiable
  • Full Time
  • Anywhere
  • Posted 3 months ago

QUANTITATIVE PORTFOLIO MANAGER

Our Client is an Irish Investment Management Company, one of the leading financial groups in Europe. The client currently manages over 100 funds.

Our client is now looking to recruit an enthusiastic Quantitative Portfolio Manager for a new open position to join our Quantitative Fund Management Desk based in Dublin.

 

JOB DESCRIPTION:

Reporting to the Head of Quantitative Strategies, the successful candidate will be required to carry out the following duties and responsibilities (please note that the list below is not to be construed as an exhaustive list of all responsibilities, duties, and skills required to perform the role):

  • Fund management: Monitoring and managing as appropriate the investments & the risk exposures of a set of the portfolio mandates of the desk Global / Regional equity funds, thematic funds, balanced funds, smart beta funds , etc.). Managing inflows/outflows, taking corporate action decisions and writing regular reports about the funds managed on the desk. Applying the disciplined systematic investment processes by mandate under responsibility.
  • Developing and maintaining new quantitative models /strategies implemented in the portfolios and/or to develop new products/funds.
  • Developing and maintaining quantitative tools for back-testing /research and investment management production.
  • The role will entail frequent interaction with all internal departments that support the activities of the desk, as well as interaction with external counterparties the desk works with.
  • The successful candidate must have strong communication skills, together with process analytical skills.               

 

CORE SKILLS & COMPETENCIES REQUIRED:

  • About 10 years of related quantitative investment management experience (knowledge of the Developed World Equity Markets is essential).
  • Proven track record of designing and implementing systematic equity quantitative strategies applied on funds under responsibility is a MUST. Strategies also designed and applied on other asset classes would be a plus.
  • Proven knowledge and exposure to various asset classes including Equity, Bonds, Equity Index Futures, Options on Equity and Index is essential.
  • Exceptional technological acumen and proven practice, including, advanced Excel, Matlab, Oracle, SQL, Factset (Universal Screening, Alpha Testing, Portfolio Analyser).
    • Proven ability to successfully communicate with people inside and outside the organization.
    • Proven ability to work independently as well as ability to understand the interactions/decisions on the desk as a team.
    • Entrepreneurial mind-set, intellectual curiosity and interest in expanding beyond field of expertise.
    • Ability to multitasking be well organized and able to respect deadlines and give reasonable eta for all the tasks and projects at hand.
    • A third level degree and/or post-graduate qualification in physics, applied mathematics, econometrics, statistics or other quantitative discipline. Post Graduate qualification in Finance and/or CFA and/or FRM, will be an advantage.
    • Fluency in English (oral and written) is necessary, Italian and French would be an advantage.

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Barbara Donnellan

Barbara Donnellan

  • Accountancy & Banking Manager
  • barbara@edenrecruitment.ie