Quant - Systematic Multi-Strategy

Tasks

• Development of Existing Portfolios
• Use of Market Research for Alpha Analysis and Validation
• Monitoring the Portfolio Construction Process
• Daily Book and Risk Management
• Contribution to the second research group regarding its effectiveness in interaction and collaboration as a member of the research team
• Analysis of portfolio data, calculation of risk metrics, and monitoring of trading performance
• Conducting backtests, stress tests, and scenario analyses to assess the robustness of investment strategies
• Maintenance and updating of investment models, data pipelines, and reporting tools
• Preparing presentations, papers, and reports for senior management and clients
• Coordinate with the trading, risk, and finance teams to ensure smooth execution and accurate reporting
• Contribution to the Development of the Company's Investment Research and Data Infrastructure
• Collaborating with cross-functional teams on technology, data, and process improvements
• Writing well-structured and relevant code while ensuring clean code
• Adapting Solutions and Code Using Test-Driven Development (TDD)
• Commitment to continuous learning and staying up to date with the latest technologies
• Work Using Agile Methodology
• Research projects aimed at expanding and improving our model-based approaches
• Collaborating with teams that work across different platforms

Requirements

• Strong quantitative skills in statistics, data analysis, and programming in R and Python
• Experience with risk measurement frameworks (VaR, CVaR) and risk-regulatory models (Barra and alternative approaches based on tick-level data)
• Understanding the Challenges of Rebalancing in the Presence of Transaction Costs, Volatility, and Capacity
• Understanding HPC (High-Performance Computing) Environments
• Knowledge of machine learning and pre-trained models
• Ability to work in an agile environment with multiple stakeholders
• Knowledge of portfolio management, financial modeling, algorithm engineering, statistics, machine learning, deep learning, and natural language processing
• 4 years of professional experience after graduation (postgraduate), depending on experience at two or more locations
• Quantitative analysis skills that are recognized as expertise in our field
• A strong understanding of the underlying investment techniques in portfolio management
• Knowledge of hedge funds, including trading rules and order flow
• Proficiency in Python/R or similar languages
• Experience in building large datasets
• Experience with management techniques and tools for monitoring
• Professional programming skills in Python
• Strong quantitative skills and a degree in mathematics, statistics, or a related field (e.g., mathematics, computer science, engineering, econometrics, or physics) with a strong mathematical background
• A proactive approach to leveraging capabilities to reform research and practice across the entire organization
• Researcher with strong quantitative skills, self-motivation, and a willingness to take risks
• An understanding of and interest in the performance analysis of quantitative strategies as well as in fundamental analysis
• Strong mathematical skills, ability to evaluate and implement in