Quantitative Strategist

Brown Shipley, London, GBR, EC2R 7HE
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Purpose of the Job

The successful candidate will work as part of the Asset Allocation function and CIO.

Key Accountabilities

a)    Develop/Contribute to the development of quantitative models for strategic asset allocation, portfolio performance and risk measurement
b)    Construct tactical asset allocation models and indicators for trade idea generation – focus on equities highly desirable
c)    Provide support to enhance existing quant models
d)    Support model validation
e)    Support asset allocation, macro analysis and special projects on ad hoc basis
f)    Communicate House View and quantitative framework effectively to client advisors and other stakeholders

Knowledge and Experience

- Degree in Finance or quantitative discipline
- Advanced programming skills, ideally strong Python, VBA and R coding skills 
- 3-7 years of relevant experience in Wealth Management/Asset Allocation/Asset Management/Risk role 
- Experience in one or several of the following: portfolio construction, asset return and risk forecasting, SAA optimization, factor modelling, Monte Carlo simulations, quant tactical indicators, portfolio risk modelling, machine learning techniques
- Knowledge and experience with equity risk/return drivers, both tactical and strategic, desirable

Attributes and Qualities

- Attention to detail and strong analytical skills 
- Strong communication skills - ability to communicate complex topics to a “WM audience”
- Team player
- Self-starter, able to work independently

Technical Skills

Python, R, VBA

Languages Skills

Fluent in English and proficiency in French or German an advantage

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