Quantitative Researcher – PM Monetization

Tasks

The Quantitative Researcher will be part of the Portfolio Monetization team and will be responsible for various research-driven investment strategies. The tasks include:

• Improvement of existing portfolios
• Cutting-edge research in alpha contribution and allocations
• Development of portfolio construction methods
• Daily portfolio management and risk management
• Collaboration on all AHL research work through interaction and cooperation with other research teams

Requirements

The ideal candidate should be a quantitative researcher with significant experience in portfolio construction (2-4 years). The following skills and knowledge are expected:

• Excellent analytical skills
• Deep understanding of statistics, machine learning, and portfolio construction techniques
• Expert knowledge in a high-level language such as Python
• Familiarity with high-performance computer architecture
• Ease of handling large amounts of data
• Systematic risk management approach and portfolio risk modeling
• Portfolio management experience is an advantage

Personal characteristics

The candidate should have the following personal qualities:

• Strong academic background and a degree with a high level of mathematical, statistical, and computer science content
• Ability to work in a fast-paced and dynamic environment
• Intellectually robust with an analytical approach to problem solving
• Self-organized with the ability to set priorities and manage time across multiple projects
• Strong interpersonal skills with the ability to build close working relationships with quantitative researchers, technologists, traders, and senior business executives
• A persuasive communicator who can express an opinion convincingly and diplomatically

We offer

A performance-oriented, meritocratic environment with an open, transparent, and cooperative atmosphere. There is opportunity for advancement and to have a significant impact on the work of AHL.