Portfolio Construction Quantitative Researcher
Portfolio Construction Quantitative Researcher
A leading macro hedge fund in London are looking for a senior portfolio construction quant to support their discretionary and semi-systematic portfolios. The firm have published exceptional results for the last half-decade, and you will be working closely with some of the best macro portfolio managers globally. Strategies are cross asset but predominantly focused on rates.
This individual will be reporting directly into the CRO, and will have a large part to play in the strategy of optimal portfolio construction. The ideal candidate will be over 8 years of experience at a bank, asset manager or hedge fund, with exposure to portfolio design and ideally some experience trading also.
Key Responsibilities:
- Conduct in-depth research and analysis to determine optimal portfolio construction strategies.
- Assess and manage liquidity risk across various asset classes.
- Develop and implement margin optimization tools to enhance portfolio performance.
- Collaborate with portfolio managers and quantitative analysts to integrate research findings into investment strategies.
- Monitor and evaluate the performance of portfolio construction models and make data-driven recommendations for improvements.
Qualifications:
- Bachelor's degree in Finance, Economics, Mathematics, or a related field. Advanced degree (Master's/PhD) preferred.
- Proven experience in portfolio construction, liquidity risk assessment, and margin optimization within a hedge fund or asset management environment.
- Strong quantitative and analytical skills, with proficiency in statistical and financial modeling.
- Experience with programming languages such as Python, R, or MATLAB.
- Excellent communication and presentation skills, with the ability to convey complex concepts to both technical and non-technical audiences.
- Detail-oriented, with strong problem-solving abilities and a proactive approach to research and analysis.
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