We are looking to recruit a Portfolio Manager to independently run the Portfolio using quantitative/systematic strategies. Mandate of this role would be to generate absolute return by trading in equities and liquid futures and forward contracts across all major asset classes on various exchanges and OTC trading venues.
The role requires:
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
- Design and develop orthogonal equity factors/signals to aid return prediction.
- Implement and develop AI driven models in the areas of stock selection, portfolio construction and risk modelling.
- Construct proprietary algorithms designed to capture alpha by applying research models derived from mathematical and statistical computations.
- Work with large datasets and conduct statistical/financial analysis.
Requirements:
- Exceptional analytical and quantitative skills as evidenced by a PhD degree with a strong record in a quantitative discipline – ie engineering, computer science, and applied sciences. Background in Artificial Intelligence,Data Science ,Big Data would be viewed favourably.
- Published research papers in the field of finance and AI.
- A deep understanding of statistics and the ability to apply this to real world problems
- Strong programming ability and the ability to write clear, well documented, and scalable code,Strong programming skills in Python, Matlab is essential.
- Familiarity with one or more relevant database technologies e.g. MongoDB
- Ability to run the desk as an independent PM and manage the entire life cycle from date transformation, strategy development, portfolio construction and trade execution
- The candidate must have relevant trading experience in front office on the sell and buy side combined with at least some experience on the buy side as a fund/portfolio manager.
- Relevant experience of managing institutional size capital in a hedge fund or proprietary context.
- Relevant experience with responsibilities of developing and executing systematic approaches to trading a defined universe of financial products
